hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-1d-notp | exchange: Bybit
Pairs
3
Initial Balance
1000.00
Final Balance
1132.27
Total PnL
132.27 (13.23%)
Total Trades (Win/Los)
88 (33/55)
Win Rate
37.50%
Max Drawdown
612.03 (42.72%)
Total Fees
20.88
Position avg (max), %
88.74 (134.60)
Profit Factor
1.10
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -13.39% | 28.37% | 28.65% | -8.38% | -2.24% | 0.06% | -0.26% | -26.48% | -3.18% | 5.52% | 30.74% | -7.43% | 16.22% |
| 2025 | -6.94% | 4.11% | 3.99% | -6.47% | 7.95% | -10.43% | 1.77% | 10.16% | -5.41% | -7.46% | 22.61% | -8.35% | 0.49% |
| 2026 | 0.53% | 10.09% | -9.15% | -0.85% | -2.71% | 0.01% | — | — | — | — | — | — | -2.99% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 3 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1132.27 |
| Min balance | 820.67 |
| Max balance | 1436.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 1.18 |
| Best month, % | 30.74 |
| Worst month, % | -26.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 132.27 |
| Total PnL, % | 13.23 |
| Gross profit | 1854.46 |
| Gross loss | 1688.69 |
| Trading volume (USDT) | 58032.97 |
| Total transactions (buy/sell) | 92 |
| Total fees | 20.88 |
| Funding net | -12.62 |
| Funding accrued (received) | 53.67 |
| Funding paid | 66.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 88 |
| Win Trades | 33 |
| Los Trades | 55 |
| Win Rate, % | 37.50 |
| Expectancy per trade | 1.8837 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.74 |
| Position max, % of margin balance | 134.60 |
| Max Drawdown | 612.03 |
| Max Drawdown, % | 42.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0982 |
| Recovery Factor (Total PnL / Max DD) | 0.2161 |
| Sharpe ratio (monthly) | 0.3222 |
| Sortino ratio (monthly) | 0.5854 |
| CAGR, % | 5.28 |
| Calmar ratio (CAGR / Max DD%) | 0.1236 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 130.17 | Fee: 6.22 | Vol: 17297.73
Realized PnL by Symbol
Details
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