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
3283.42
Total PnL
2283.42 (228.34%)
Total Trades (Win/Los)
95 (38/57)
Win Rate
40.00%
Max Drawdown
936.40 (27.51%)
Total Fees
41.65
Position avg (max), %
85.76 (113.31)
Profit Factor
2.23
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 | -15.23% | 32.80% | 28.30% | -12.25% | 1.16% | 1.62% | -3.39% | 1.81% | 3.49% | 1.45% | 34.68% | -2.76% | 76.18% |
| 2025 | 2.93% | 9.73% | 8.87% | -3.02% | 12.04% | -9.16% | 15.29% | 12.62% | -0.22% | -1.89% | 18.73% | -8.97% | 66.73% |
| 2026 | -1.24% | 13.87% | -2.81% | 1.20% | 1.10% | 0.01% | — | — | — | — | — | — | 11.84% |
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 | 3283.42 |
| Min balance | 837.22 |
| Max balance | 3611.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.04 |
| Average monthly return (arithmetic), % | 4.69 |
| Best month, % | 34.68 |
| Worst month, % | -15.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2283.42 |
| Total PnL, % | 228.34 |
| Gross profit | 4258.52 |
| Gross loss | 1910.99 |
| Trading volume (USDT) | 115778.70 |
| Total transactions (buy/sell) | 99 |
| Total fees | 41.65 |
| Funding net | -22.46 |
| Funding accrued (received) | 94.35 |
| Funding paid | 116.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 95 |
| Win Trades | 38 |
| Los Trades | 57 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 24.7108 |
| Max consecutive wins | 4 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.76 |
| Position max, % of margin balance | 113.31 |
| Max Drawdown | 936.40 |
| Max Drawdown, % | 27.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2284 |
| Recovery Factor (Total PnL / Max DD) | 2.4385 |
| Sharpe ratio (monthly) | 1.3585 |
| Sortino ratio (monthly) | 3.6718 |
| CAGR, % | 63.61 |
| Calmar ratio (CAGR / Max DD%) | 2.3123 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 936.36 | Fee: 11.24 | Vol: 31256.27
Realized PnL by Symbol
Details
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