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
1301.15
Total PnL
301.15 (30.12%)
Total Trades (Win/Los)
68 (31/37)
Win Rate
45.59%
Max Drawdown
507.02 (38.11%)
Total Fees
16.80
Position avg (max), %
86.08 (127.48)
Profit Factor
1.23
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% | -0.49% | -7.07% | -3.51% | 0.40% | 5.22% | 28.66% | -3.56% | 23.96% |
| 2025 | -6.05% | 0.97% | 9.76% | -3.77% | 7.50% | -12.92% | 1.67% | 12.21% | -1.57% | -3.70% | 18.86% | -10.45% | 7.96% |
| 2026 | -0.88% | 14.15% | -12.69% | 2.32% | -3.77% | 0.02% | — | — | — | — | — | — | -2.71% |
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 | 1301.15 |
| Min balance | 803.10 |
| Max balance | 1626.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.88 |
| Average monthly return (arithmetic), % | 1.57 |
| Best month, % | 29.31 |
| Worst month, % | -24.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 301.15 |
| Total PnL, % | 30.12 |
| Gross profit | 1781.53 |
| Gross loss | 1446.46 |
| Trading volume (USDT) | 46711.52 |
| Total transactions (buy/sell) | 72 |
| Total fees | 16.80 |
| Funding net | -17.12 |
| Funding accrued (received) | 52.19 |
| Funding paid | 69.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 31 |
| Los Trades | 37 |
| Win Rate, % | 45.59 |
| Expectancy per trade | 4.9276 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.08 |
| Position max, % of margin balance | 127.48 |
| Max Drawdown | 507.02 |
| Max Drawdown, % | 38.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2317 |
| Recovery Factor (Total PnL / Max DD) | 0.5940 |
| Sharpe ratio (monthly) | 0.4559 |
| Sortino ratio (monthly) | 0.8011 |
| CAGR, % | 11.52 |
| Calmar ratio (CAGR / Max DD%) | 0.3022 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -41.38 | Fee: 5.64 | Vol: 15681.24
Realized PnL by Symbol
Details
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