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
1040.31
Total PnL
40.31 (4.03%)
Total Trades (Win/Los)
78 (31/47)
Win Rate
39.74%
Max Drawdown
607.25 (44.36%)
Total Fees
17.74
Position avg (max), %
87.08 (116.93)
Profit Factor
1.05
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 | -17.62% | 28.37% | 29.19% | -28.99% | -6.04% | 0.10% | -4.43% | -0.57% | 0.09% | 5.46% | 30.32% | -3.84% | 14.69% |
| 2025 | -6.39% | 2.65% | 9.59% | -3.67% | 7.69% | -10.34% | 1.58% | 11.49% | -0.83% | -13.86% | 22.12% | -9.10% | 5.16% |
| 2026 | -4.57% | 13.90% | -14.76% | -3.07% | -3.91% | 0.02% | — | — | — | — | — | — | -13.70% |
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 | 1040.31 |
| Min balance | 761.72 |
| Max balance | 1408.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.13 |
| Average monthly return (arithmetic), % | 1.02 |
| Best month, % | 30.32 |
| Worst month, % | -28.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 40.31 |
| Total PnL, % | 4.03 |
| Gross profit | 1611.75 |
| Gross loss | 1540.55 |
| Trading volume (USDT) | 49315.19 |
| Total transactions (buy/sell) | 82 |
| Total fees | 17.74 |
| Funding net | -13.15 |
| Funding accrued (received) | 49.77 |
| Funding paid | 62.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 78 |
| Win Trades | 31 |
| Los Trades | 47 |
| Win Rate, % | 39.74 |
| Expectancy per trade | 0.9129 |
| Max consecutive wins | 5 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.08 |
| Position max, % of margin balance | 116.93 |
| Max Drawdown | 607.25 |
| Max Drawdown, % | 44.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0462 |
| Recovery Factor (Total PnL / Max DD) | 0.0664 |
| Sharpe ratio (monthly) | 0.2612 |
| Sortino ratio (monthly) | 0.4406 |
| CAGR, % | 1.65 |
| Calmar ratio (CAGR / Max DD%) | 0.0372 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -29.48 | Fee: 5.47 | Vol: 15197.14
Realized PnL by Symbol
Details
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