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
1220.56
Total PnL
220.56 (22.06%)
Total Trades (Win/Los)
70 (30/40)
Win Rate
42.86%
Max Drawdown
533.04 (31.62%)
Total Fees
17.44
Position avg (max), %
86.02 (127.48)
Profit Factor
1.16
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 | -13.65% | 18.95% | 29.31% | -24.60% | 5.81% | -0.27% | -7.05% | -3.50% | 0.40% | 5.21% | 28.59% | -3.55% | 24.19% |
| 2025 | -6.04% | 2.18% | 9.62% | -3.72% | 7.41% | -12.76% | 1.65% | 12.04% | -1.19% | -3.64% | 18.54% | -8.97% | 11.10% |
| 2026 | -0.32% | 14.16% | -15.01% | -4.69% | -3.98% | 0.02% | — | — | — | — | — | — | -11.48% |
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 | 1220.56 |
| Min balance | 803.10 |
| Max balance | 1685.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 1.36 |
| Best month, % | 29.31 |
| Worst month, % | -24.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 220.56 |
| Total PnL, % | 22.06 |
| Gross profit | 1802.66 |
| Gross loss | 1550.13 |
| Trading volume (USDT) | 48488.03 |
| Total transactions (buy/sell) | 74 |
| Total fees | 17.44 |
| Funding net | -14.53 |
| Funding accrued (received) | 53.76 |
| Funding paid | 68.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 70 |
| Win Trades | 30 |
| Los Trades | 40 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 3.6076 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.02 |
| Position max, % of margin balance | 127.48 |
| Max Drawdown | 533.04 |
| Max Drawdown, % | 31.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1629 |
| Recovery Factor (Total PnL / Max DD) | 0.4138 |
| Sharpe ratio (monthly) | 0.3939 |
| Sortino ratio (monthly) | 0.6830 |
| CAGR, % | 8.60 |
| Calmar ratio (CAGR / Max DD%) | 0.2721 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -16.06 | Fee: 5.65 | Vol: 15692.85
Realized PnL by Symbol
Details
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