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
1570.23
Total PnL
570.23 (57.02%)
Total Trades (Win/Los)
60 (27/33)
Win Rate
45.00%
Max Drawdown
475.65 (31.56%)
Total Fees
15.37
Position avg (max), %
82.49 (123.05)
Profit Factor
1.48
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 | -7.65% | 19.90% | 26.01% | -16.54% | 3.26% | -5.38% | -8.18% | 3.53% | -3.29% | 3.48% | 32.28% | -12.42% | 25.42% |
| 2025 | -8.26% | 0.51% | 8.46% | -6.34% | 7.48% | -6.24% | 10.28% | 11.94% | -0.46% | -7.11% | 18.83% | 1.93% | 30.50% |
| 2026 | -5.13% | 14.37% | -10.21% | 0.62% | -2.09% | 0.01% | — | — | — | — | — | — | -4.00% |
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 | 1570.23 |
| Min balance | 907.34 |
| Max balance | 1907.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.52 |
| Average monthly return (arithmetic), % | 2.12 |
| Best month, % | 32.28 |
| Worst month, % | -16.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 570.23 |
| Total PnL, % | 57.02 |
| Gross profit | 1852.78 |
| Gross loss | 1249.75 |
| Trading volume (USDT) | 42750.46 |
| Total transactions (buy/sell) | 64 |
| Total fees | 15.37 |
| Funding net | -17.43 |
| Funding accrued (received) | 54.69 |
| Funding paid | 72.12 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 60 |
| Win Trades | 27 |
| Los Trades | 33 |
| Win Rate, % | 45.00 |
| Expectancy per trade | 10.0506 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.49 |
| Position max, % of margin balance | 123.05 |
| Max Drawdown | 475.65 |
| Max Drawdown, % | 31.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4825 |
| Recovery Factor (Total PnL / Max DD) | 1.1989 |
| Sharpe ratio (monthly) | 0.6457 |
| Sortino ratio (monthly) | 1.3222 |
| CAGR, % | 20.55 |
| Calmar ratio (CAGR / Max DD%) | 0.6509 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 192.93 | Fee: 4.57 | Vol: 12697.71
Realized PnL by Symbol
Details
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