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
1282.81
Total PnL
282.81 (28.28%)
Total Trades (Win/Los)
72 (30/42)
Win Rate
41.67%
Max Drawdown
477.53 (32.28%)
Total Fees
17.62
Position avg (max), %
85.66 (116.05)
Profit Factor
1.22
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 | -8.38% | 20.06% | 26.19% | -14.61% | -6.13% | 0.71% | -8.23% | 3.39% | 0.71% | -1.86% | 33.68% | -12.31% | 23.18% |
| 2025 | -8.44% | -0.61% | 8.13% | -6.66% | 7.59% | -11.26% | 5.85% | 12.70% | -0.32% | -5.14% | 18.84% | -10.09% | 5.68% |
| 2026 | -1.93% | 14.37% | -10.74% | -0.21% | -1.31% | 0.01% | — | — | — | — | — | — | -1.40% |
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 | 1282.81 |
| Min balance | 900.02 |
| Max balance | 1568.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.84 |
| Average monthly return (arithmetic), % | 1.47 |
| Best month, % | 33.68 |
| Worst month, % | -14.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 282.81 |
| Total PnL, % | 28.28 |
| Gross profit | 1772.69 |
| Gross loss | 1448.30 |
| Trading volume (USDT) | 48974.58 |
| Total transactions (buy/sell) | 76 |
| Total fees | 17.62 |
| Funding net | -23.96 |
| Funding accrued (received) | 49.04 |
| Funding paid | 72.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 72 |
| Win Trades | 30 |
| Los Trades | 42 |
| Win Rate, % | 41.67 |
| Expectancy per trade | 4.5054 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.66 |
| Position max, % of margin balance | 116.05 |
| Max Drawdown | 477.53 |
| Max Drawdown, % | 32.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2240 |
| Recovery Factor (Total PnL / Max DD) | 0.5922 |
| Sharpe ratio (monthly) | 0.4352 |
| Sortino ratio (monthly) | 0.8644 |
| CAGR, % | 10.86 |
| Calmar ratio (CAGR / Max DD%) | 0.3365 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -118.21 | Fee: 5.83 | Vol: 16214.54
Realized PnL by Symbol
Details
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