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
1083.91
Total PnL
83.91 (8.39%)
Total Trades (Win/Los)
74 (31/43)
Win Rate
41.89%
Max Drawdown
564.59 (42.26%)
Total Fees
17.18
Position avg (max), %
87.57 (125.33)
Profit Factor
1.08
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 | -13.18% | 18.97% | 29.15% | -24.70% | -7.88% | -0.02% | -4.76% | 0.19% | 0.09% | 5.37% | 29.81% | -3.79% | 16.26% |
| 2025 | -6.31% | 2.61% | 9.46% | -3.63% | 7.70% | -12.69% | 1.48% | 11.65% | -0.84% | -14.36% | 22.02% | -8.40% | 2.56% |
| 2026 | 1.05% | 14.45% | -15.06% | -3.55% | -4.01% | 0.02% | — | — | — | — | — | — | -9.03% |
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 | 1083.91 |
| Min balance | 771.55 |
| Max balance | 1482.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.27 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 29.81 |
| Worst month, % | -24.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 83.91 |
| Total PnL, % | 8.39 |
| Gross profit | 1605.24 |
| Gross loss | 1490.56 |
| Trading volume (USDT) | 47766.00 |
| Total transactions (buy/sell) | 78 |
| Total fees | 17.18 |
| Funding net | -13.59 |
| Funding accrued (received) | 50.41 |
| Funding paid | 64.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 74 |
| Win Trades | 31 |
| Los Trades | 43 |
| Win Rate, % | 41.89 |
| Expectancy per trade | 1.5497 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.57 |
| Position max, % of margin balance | 125.33 |
| Max Drawdown | 564.59 |
| Max Drawdown, % | 42.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0769 |
| Recovery Factor (Total PnL / Max DD) | 0.1486 |
| Sharpe ratio (monthly) | 0.2840 |
| Sortino ratio (monthly) | 0.4830 |
| CAGR, % | 3.39 |
| Calmar ratio (CAGR / Max DD%) | 0.0803 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -79.67 | Fee: 5.55 | Vol: 15430.50
Realized PnL by Symbol
Details
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