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
1842.46
Total PnL
842.46 (84.25%)
Total Trades (Win/Los)
90 (36/54)
Win Rate
40.00%
Max Drawdown
480.89 (24.20%)
Total Fees
26.94
Position avg (max), %
87.16 (113.16)
Profit Factor
1.51
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 | -13.97% | 28.89% | 29.42% | -18.86% | -2.80% | 0.90% | -4.49% | 2.49% | 0.75% | -1.77% | 33.37% | -4.76% | 40.53% |
| 2025 | -7.24% | 6.70% | 9.01% | -4.33% | 8.55% | -14.08% | 9.44% | 12.27% | -0.43% | -4.99% | 19.57% | -6.09% | 25.66% |
| 2026 | -0.10% | 13.54% | -9.05% | 0.70% | 0.49% | 0.01% | — | — | — | — | — | — | 4.40% |
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 | 1842.46 |
| Min balance | 849.47 |
| Max balance | 2144.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.06 |
| Average monthly return (arithmetic), % | 2.77 |
| Best month, % | 33.37 |
| Worst month, % | -18.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 842.46 |
| Total PnL, % | 84.25 |
| Gross profit | 2601.92 |
| Gross loss | 1718.02 |
| Trading volume (USDT) | 74880.71 |
| Total transactions (buy/sell) | 94 |
| Total fees | 26.94 |
| Funding net | -14.50 |
| Funding accrued (received) | 66.52 |
| Funding paid | 81.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 36 |
| Los Trades | 54 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 9.8211 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.16 |
| Position max, % of margin balance | 113.16 |
| Max Drawdown | 480.89 |
| Max Drawdown, % | 24.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5145 |
| Recovery Factor (Total PnL / Max DD) | 1.7519 |
| Sharpe ratio (monthly) | 0.7741 |
| Sortino ratio (monthly) | 1.6480 |
| CAGR, % | 28.80 |
| Calmar ratio (CAGR / Max DD%) | 1.1899 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 376.56 | Fee: 7.80 | Vol: 21687.80
Realized PnL by Symbol
Details
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