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
1827.43
Total PnL
827.43 (82.74%)
Total Trades (Win/Los)
79 (31/48)
Win Rate
39.24%
Max Drawdown
550.76 (27.94%)
Total Fees
23.29
Position avg (max), %
84.57 (108.31)
Profit Factor
1.57
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 | -10.18% | 26.21% | 26.08% | -10.05% | -5.04% | 0.81% | -6.56% | 2.36% | 2.86% | 0.34% | 32.05% | -12.19% | 40.89% |
| 2025 | -5.29% | 3.39% | 7.73% | -3.97% | 8.21% | -15.01% | 10.49% | 12.97% | -0.31% | -3.56% | 18.64% | -8.85% | 20.91% |
| 2026 | -1.41% | 14.26% | -6.50% | 2.47% | -0.56% | 0.01% | — | — | — | — | — | — | 7.34% |
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 | 1827.43 |
| Min balance | 885.46 |
| Max balance | 2059.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.03 |
| Average monthly return (arithmetic), % | 2.65 |
| Best month, % | 32.05 |
| Worst month, % | -15.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 827.43 |
| Total PnL, % | 82.74 |
| Gross profit | 2433.99 |
| Gross loss | 1554.86 |
| Trading volume (USDT) | 64741.80 |
| Total transactions (buy/sell) | 83 |
| Total fees | 23.29 |
| Funding net | -28.41 |
| Funding accrued (received) | 58.60 |
| Funding paid | 87.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 79 |
| Win Trades | 31 |
| Los Trades | 48 |
| Win Rate, % | 39.24 |
| Expectancy per trade | 11.1282 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.57 |
| Position max, % of margin balance | 108.31 |
| Max Drawdown | 550.76 |
| Max Drawdown, % | 27.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5654 |
| Recovery Factor (Total PnL / Max DD) | 1.5024 |
| Sharpe ratio (monthly) | 0.7944 |
| Sortino ratio (monthly) | 1.7477 |
| CAGR, % | 28.36 |
| Calmar ratio (CAGR / Max DD%) | 1.0149 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 62.49 | Fee: 7.18 | Vol: 19948.80
Realized PnL by Symbol
Details
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