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
1081.80
Total PnL
81.80 (8.18%)
Total Trades (Win/Los)
58 (26/32)
Win Rate
44.83%
Max Drawdown
562.30 (37.69%)
Total Fees
13.64
Position avg (max), %
86.19 (121.49)
Profit Factor
1.09
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% | 7.19% | -0.51% | -7.52% | -3.73% | -2.25% | 5.83% | 29.92% | -12.55% | 23.92% |
| 2025 | -17.28% | 2.89% | 9.62% | -3.86% | 6.29% | -11.14% | 1.77% | 12.01% | -1.31% | -3.78% | 19.14% | -9.59% | -1.21% |
| 2026 | -12.46% | 16.45% | -12.64% | 4.87% | -5.33% | 0.01% | — | — | — | — | — | — | -11.58% |
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 | 1081.80 |
| Min balance | 889.41 |
| Max balance | 1491.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.26 |
| Average monthly return (arithmetic), % | 0.99 |
| Best month, % | 29.92 |
| Worst month, % | -18.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 81.80 |
| Total PnL, % | 8.18 |
| Gross profit | 1442.84 |
| Gross loss | 1322.68 |
| Trading volume (USDT) | 37911.95 |
| Total transactions (buy/sell) | 62 |
| Total fees | 13.64 |
| Funding net | -24.72 |
| Funding accrued (received) | 46.41 |
| Funding paid | 71.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 58 |
| Win Trades | 26 |
| Los Trades | 32 |
| Win Rate, % | 44.83 |
| Expectancy per trade | 2.0717 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.19 |
| Position max, % of margin balance | 121.49 |
| Max Drawdown | 562.30 |
| Max Drawdown, % | 37.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0908 |
| Recovery Factor (Total PnL / Max DD) | 0.1455 |
| Sharpe ratio (monthly) | 0.2784 |
| Sortino ratio (monthly) | 0.4739 |
| CAGR, % | 3.31 |
| Calmar ratio (CAGR / Max DD%) | 0.0878 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -300.35 | Fee: 5.01 | Vol: 13929.88
Realized PnL by Symbol
Details
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