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
1028.19
Total PnL
28.19 (2.82%)
Total Trades (Win/Los)
60 (27/33)
Win Rate
45.00%
Max Drawdown
630.26 (41.75%)
Total Fees
13.74
Position avg (max), %
85.91 (126.24)
Profit Factor
1.05
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% | -2.25% | 5.74% | 29.45% | -12.40% | 25.68% |
| 2025 | -14.82% | 0.17% | 8.67% | -3.90% | 7.24% | -18.96% | 1.05% | 12.07% | -1.37% | -3.38% | 19.36% | -12.08% | -12.28% |
| 2026 | -7.23% | 15.43% | -12.38% | 5.12% | -5.40% | 0.01% | — | — | — | — | — | — | -6.68% |
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 | 1028.19 |
| Min balance | 879.24 |
| Max balance | 1509.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.83 |
| Best month, % | 29.45 |
| Worst month, % | -18.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 28.19 |
| Total PnL, % | 2.82 |
| Gross profit | 1429.42 |
| Gross loss | 1361.20 |
| Trading volume (USDT) | 38199.29 |
| Total transactions (buy/sell) | 64 |
| Total fees | 13.74 |
| Funding net | -26.29 |
| Funding accrued (received) | 44.17 |
| Funding paid | 70.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 60 |
| Win Trades | 27 |
| Los Trades | 33 |
| Win Rate, % | 45.00 |
| Expectancy per trade | 1.1370 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.91 |
| Position max, % of margin balance | 126.24 |
| Max Drawdown | 630.26 |
| Max Drawdown, % | 41.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0501 |
| Recovery Factor (Total PnL / Max DD) | 0.0447 |
| Sharpe ratio (monthly) | 0.2329 |
| Sortino ratio (monthly) | 0.3873 |
| CAGR, % | 1.16 |
| Calmar ratio (CAGR / Max DD%) | 0.0277 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -295.49 | Fee: 4.90 | Vol: 13612.93
Realized PnL by Symbol
Details
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