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
1227.36
Total PnL
227.36 (22.74%)
Total Trades (Win/Los)
68 (29/39)
Win Rate
42.65%
Max Drawdown
507.28 (38.13%)
Total Fees
16.51
Position avg (max), %
86.40 (127.51)
Profit Factor
1.18
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 | -13.67% | 18.95% | 29.31% | -24.60% | 5.81% | -0.51% | -7.07% | -3.51% | -0.18% | 5.26% | 27.81% | -3.60% | 22.36% |
| 2025 | -7.60% | 1.66% | 9.77% | -3.67% | 7.65% | -12.63% | 1.79% | 12.16% | -1.70% | -3.87% | 18.52% | -10.49% | 6.93% |
| 2026 | -2.68% | 14.57% | -12.85% | 2.44% | -5.72% | 0.02% | — | — | — | — | — | — | -6.13% |
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 | 1227.36 |
| Min balance | 802.90 |
| Max balance | 1569.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.69 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 29.31 |
| Worst month, % | -24.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 227.36 |
| Total PnL, % | 22.74 |
| Gross profit | 1714.03 |
| Gross loss | 1452.26 |
| Trading volume (USDT) | 45889.26 |
| Total transactions (buy/sell) | 72 |
| Total fees | 16.51 |
| Funding net | -17.91 |
| Funding accrued (received) | 51.02 |
| Funding paid | 68.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 29 |
| Los Trades | 39 |
| Win Rate, % | 42.65 |
| Expectancy per trade | 3.8495 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.40 |
| Position max, % of margin balance | 127.51 |
| Max Drawdown | 507.28 |
| Max Drawdown, % | 38.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1802 |
| Recovery Factor (Total PnL / Max DD) | 0.4482 |
| Sharpe ratio (monthly) | 0.3993 |
| Sortino ratio (monthly) | 0.6920 |
| CAGR, % | 8.85 |
| Calmar ratio (CAGR / Max DD%) | 0.2322 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -43.34 | Fee: 5.50 | Vol: 15299.81
Realized PnL by Symbol
Details
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