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
1068.58
Total PnL
68.58 (6.86%)
Total Trades (Win/Los)
80 (31/49)
Win Rate
38.75%
Max Drawdown
615.72 (44.26%)
Total Fees
18.24
Position avg (max), %
87.42 (116.55)
Profit Factor
1.06
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 | -16.53% | 28.34% | 29.52% | -28.76% | -5.93% | 0.10% | -4.47% | -0.31% | 0.09% | 5.34% | 29.69% | -3.78% | 16.64% |
| 2025 | -8.40% | -0.20% | 9.68% | -3.60% | 7.56% | -10.45% | 1.60% | 11.63% | -0.92% | -11.22% | 21.18% | -8.12% | 3.42% |
| 2026 | -3.77% | 14.63% | -15.06% | -3.03% | -2.46% | 0.02% | — | — | — | — | — | — | -11.36% |
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 | 1068.58 |
| Min balance | 775.34 |
| Max balance | 1430.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.22 |
| Average monthly return (arithmetic), % | 1.08 |
| Best month, % | 29.69 |
| Worst month, % | -28.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 68.58 |
| Total PnL, % | 6.86 |
| Gross profit | 1636.61 |
| Gross loss | 1537.36 |
| Trading volume (USDT) | 50713.09 |
| Total transactions (buy/sell) | 84 |
| Total fees | 18.24 |
| Funding net | -12.42 |
| Funding accrued (received) | 50.35 |
| Funding paid | 62.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 31 |
| Los Trades | 49 |
| Win Rate, % | 38.75 |
| Expectancy per trade | 1.2406 |
| Max consecutive wins | 5 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.42 |
| Position max, % of margin balance | 116.55 |
| Max Drawdown | 615.72 |
| Max Drawdown, % | 44.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0646 |
| Recovery Factor (Total PnL / Max DD) | 0.1114 |
| Sharpe ratio (monthly) | 0.2811 |
| Sortino ratio (monthly) | 0.4813 |
| CAGR, % | 2.79 |
| Calmar ratio (CAGR / Max DD%) | 0.0629 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -6.87 | Fee: 5.48 | Vol: 15223.18
Realized PnL by Symbol
Details
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