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
1331.84
Total PnL
331.84 (33.18%)
Total Trades (Win/Los)
84 (33/51)
Win Rate
39.29%
Max Drawdown
554.04 (38.36%)
Total Fees
21.15
Position avg (max), %
86.17 (113.43)
Profit Factor
1.23
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 | -13.29% | 28.66% | 29.24% | -26.24% | -3.46% | 0.44% | -4.46% | 2.22% | 0.75% | 4.95% | 30.17% | -7.71% | 27.93% |
| 2025 | -8.39% | 0.82% | 9.51% | -6.63% | 7.43% | -9.95% | 4.22% | 12.21% | -0.54% | -7.20% | 19.74% | -7.33% | 9.42% |
| 2026 | -1.20% | 13.93% | -12.90% | -2.22% | -0.71% | 0.01% | — | — | — | — | — | — | -4.80% |
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 | 1331.84 |
| Min balance | 856.26 |
| Max balance | 1689.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.96 |
| Average monthly return (arithmetic), % | 1.74 |
| Best month, % | 30.17 |
| Worst month, % | -26.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 331.84 |
| Total PnL, % | 33.18 |
| Gross profit | 1953.89 |
| Gross loss | 1586.62 |
| Trading volume (USDT) | 58778.43 |
| Total transactions (buy/sell) | 88 |
| Total fees | 21.15 |
| Funding net | -14.29 |
| Funding accrued (received) | 55.38 |
| Funding paid | 69.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 33 |
| Los Trades | 51 |
| Win Rate, % | 39.29 |
| Expectancy per trade | 4.3723 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.17 |
| Position max, % of margin balance | 113.43 |
| Max Drawdown | 554.04 |
| Max Drawdown, % | 38.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2315 |
| Recovery Factor (Total PnL / Max DD) | 0.5989 |
| Sharpe ratio (monthly) | 0.4718 |
| Sortino ratio (monthly) | 0.8652 |
| CAGR, % | 12.60 |
| Calmar ratio (CAGR / Max DD%) | 0.3284 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 109.82 | Fee: 6.62 | Vol: 18405.03
Realized PnL by Symbol
Details
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