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
1107.13
Total PnL
107.13 (10.71%)
Total Trades (Win/Los)
60 (27/33)
Win Rate
45.00%
Max Drawdown
638.56 (41.48%)
Total Fees
13.97
Position avg (max), %
84.80 (128.08)
Profit Factor
1.11
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 | -9.42% | 19.80% | 25.84% | -18.67% | 8.43% | -0.12% | -7.77% | -3.03% | -0.41% | 5.53% | 29.21% | -12.44% | 27.91% |
| 2025 | -14.59% | 0.35% | 8.70% | -4.00% | 7.09% | -18.36% | 0.50% | 11.82% | -1.34% | -3.31% | 18.97% | -10.22% | -10.47% |
| 2026 | -3.88% | 14.34% | -11.28% | 4.75% | -5.30% | 0.01% | — | — | — | — | — | — | -3.26% |
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 | 1107.13 |
| Min balance | 889.61 |
| Max balance | 1539.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.34 |
| Average monthly return (arithmetic), % | 1.04 |
| Best month, % | 29.21 |
| Worst month, % | -18.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 107.13 |
| Total PnL, % | 10.71 |
| Gross profit | 1481.08 |
| Gross loss | 1334.18 |
| Trading volume (USDT) | 38828.29 |
| Total transactions (buy/sell) | 64 |
| Total fees | 13.97 |
| Funding net | -25.81 |
| Funding accrued (received) | 44.96 |
| Funding paid | 70.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 60 |
| Win Trades | 27 |
| Los Trades | 33 |
| Win Rate, % | 45.00 |
| Expectancy per trade | 2.4484 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.80 |
| Position max, % of margin balance | 128.08 |
| Max Drawdown | 638.56 |
| Max Drawdown, % | 41.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1101 |
| Recovery Factor (Total PnL / Max DD) | 0.1678 |
| Sharpe ratio (monthly) | 0.2991 |
| Sortino ratio (monthly) | 0.5069 |
| CAGR, % | 4.30 |
| Calmar ratio (CAGR / Max DD%) | 0.1038 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -282.70 | Fee: 5.03 | Vol: 13987.47
Realized PnL by Symbol
Details
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