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
1074.05
Total PnL
74.05 (7.40%)
Total Trades (Win/Los)
60 (27/33)
Win Rate
45.00%
Max Drawdown
624.54 (41.30%)
Total Fees
13.84
Position avg (max), %
85.36 (126.77)
Profit Factor
1.08
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 | -9.44% | 19.80% | 25.85% | -18.67% | 8.44% | -0.38% | -7.79% | -3.04% | -1.99% | 5.72% | 29.37% | -12.38% | 25.97% |
| 2025 | -14.34% | 0.16% | 8.60% | -3.87% | 7.19% | -18.71% | 0.91% | 11.97% | -1.36% | -3.35% | 19.21% | -11.48% | -11.28% |
| 2026 | -4.29% | 14.55% | -11.71% | 4.90% | -5.31% | 0.01% | — | — | — | — | — | — | -3.83% |
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 | 1074.05 |
| Min balance | 887.81 |
| Max balance | 1512.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.24 |
| Average monthly return (arithmetic), % | 0.95 |
| Best month, % | 29.37 |
| Worst month, % | -18.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 74.05 |
| Total PnL, % | 7.40 |
| Gross profit | 1457.62 |
| Gross loss | 1344.17 |
| Trading volume (USDT) | 38482.39 |
| Total transactions (buy/sell) | 64 |
| Total fees | 13.84 |
| Funding net | -25.57 |
| Funding accrued (received) | 44.70 |
| Funding paid | 70.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 60 |
| Win Trades | 27 |
| Los Trades | 33 |
| Win Rate, % | 45.00 |
| Expectancy per trade | 1.8910 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.36 |
| Position max, % of margin balance | 126.77 |
| Max Drawdown | 624.54 |
| Max Drawdown, % | 41.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0844 |
| Recovery Factor (Total PnL / Max DD) | 0.1186 |
| Sharpe ratio (monthly) | 0.2713 |
| Sortino ratio (monthly) | 0.4570 |
| CAGR, % | 3.00 |
| Calmar ratio (CAGR / Max DD%) | 0.0727 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -295.52 | Fee: 4.98 | Vol: 13839.48
Realized PnL by Symbol
Details
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