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
1071.16
Total PnL
71.16 (7.12%)
Total Trades (Win/Los)
84 (32/52)
Win Rate
38.10%
Max Drawdown
594.60 (41.69%)
Total Fees
19.28
Position avg (max), %
87.42 (119.69)
Profit Factor
1.07
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 | -15.09% | 29.27% | 29.72% | -27.76% | -5.66% | -0.26% | -4.89% | 2.42% | 0.40% | 5.08% | 29.22% | -7.64% | 18.69% |
| 2025 | -9.11% | 0.55% | 9.74% | -8.04% | 7.66% | -10.43% | 2.26% | 12.23% | -0.38% | -9.62% | 19.74% | -7.99% | 1.26% |
| 2026 | -2.95% | 13.72% | -14.85% | -3.71% | -1.45% | 0.01% | — | — | — | — | — | — | -10.82% |
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 | 1071.16 |
| Min balance | 831.62 |
| Max balance | 1426.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.23 |
| Average monthly return (arithmetic), % | 1.07 |
| Best month, % | 29.72 |
| Worst month, % | -27.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 71.16 |
| Total PnL, % | 7.12 |
| Gross profit | 1682.14 |
| Gross loss | 1577.44 |
| Trading volume (USDT) | 53600.66 |
| Total transactions (buy/sell) | 88 |
| Total fees | 19.28 |
| Funding net | -14.26 |
| Funding accrued (received) | 50.12 |
| Funding paid | 64.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 32 |
| Los Trades | 52 |
| Win Rate, % | 38.10 |
| Expectancy per trade | 1.2464 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.42 |
| Position max, % of margin balance | 119.69 |
| Max Drawdown | 594.60 |
| Max Drawdown, % | 41.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0664 |
| Recovery Factor (Total PnL / Max DD) | 0.1197 |
| Sharpe ratio (monthly) | 0.2809 |
| Sortino ratio (monthly) | 0.4836 |
| CAGR, % | 2.89 |
| Calmar ratio (CAGR / Max DD%) | 0.0693 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 4.13 | Fee: 5.98 | Vol: 16624.52
Realized PnL by Symbol
Details
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