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
1759.84
Total PnL
759.84 (75.98%)
Total Trades (Win/Los)
140 (28/112)
Win Rate
20.00%
Max Drawdown
591.53 (46.08%)
Total Fees
32.22
Position avg (max), %
83.26 (124.85)
Profit Factor
1.56
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 | -12.47% | 29.58% | 0.54% | -2.82% | -7.74% | -6.74% | -14.31% | -3.75% | 0.35% | -4.50% | 34.32% | -12.35% | -11.27% |
| 2025 | 6.92% | 10.03% | 6.30% | -3.35% | 9.86% | -6.96% | 13.18% | 9.00% | -2.83% | 3.06% | 17.99% | 0.76% | 81.45% |
| 2026 | 0.01% | 13.86% | -5.85% | 3.24% | -1.19% | 0.01% | — | — | — | — | — | — | 9.38% |
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 | 1759.84 |
| Min balance | 692.20 |
| Max balance | 1964.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.90 |
| Average monthly return (arithmetic), % | 2.47 |
| Best month, % | 34.32 |
| Worst month, % | -14.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 759.84 |
| Total PnL, % | 75.98 |
| Gross profit | 2242.89 |
| Gross loss | 1435.95 |
| Trading volume (USDT) | 89539.39 |
| Total transactions (buy/sell) | 144 |
| Total fees | 32.22 |
| Funding net | -14.89 |
| Funding accrued (received) | 50.75 |
| Funding paid | 65.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 140 |
| Win Trades | 28 |
| Los Trades | 112 |
| Win Rate, % | 20.00 |
| Expectancy per trade | 5.7639 |
| Max consecutive wins | 3 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.26 |
| Position max, % of margin balance | 124.85 |
| Max Drawdown | 591.53 |
| Max Drawdown, % | 46.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5620 |
| Recovery Factor (Total PnL / Max DD) | 1.2845 |
| Sharpe ratio (monthly) | 0.7699 |
| Sortino ratio (monthly) | 1.6969 |
| CAGR, % | 26.37 |
| Calmar ratio (CAGR / Max DD%) | 0.5723 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 188.97 | Fee: 11.50 | Vol: 31977.06
Realized PnL by Symbol
Details
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