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
1469.18
Total PnL
469.18 (46.92%)
Total Trades (Win/Los)
54 (24/30)
Win Rate
44.44%
Max Drawdown
489.83 (32.72%)
Total Fees
13.58
Position avg (max), %
81.47 (108.85)
Profit Factor
1.42
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 | -8.26% | 20.04% | 26.16% | -21.06% | 6.77% | 0.39% | -7.44% | -0.86% | -2.28% | 2.92% | 31.10% | -12.51% | 24.43% |
| 2025 | -9.55% | 0.34% | 8.45% | -3.90% | 7.31% | -6.24% | 7.33% | 11.92% | -1.08% | -10.41% | 20.44% | 2.00% | 24.49% |
| 2026 | -1.28% | 11.91% | -10.28% | -0.03% | -4.24% | 0.01% | — | — | — | — | — | — | -5.09% |
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 | 1469.18 |
| Min balance | 901.20 |
| Max balance | 1822.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.29 |
| Average monthly return (arithmetic), % | 1.92 |
| Best month, % | 31.10 |
| Worst month, % | -21.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 469.18 |
| Total PnL, % | 46.92 |
| Gross profit | 1701.77 |
| Gross loss | 1202.26 |
| Trading volume (USDT) | 37778.19 |
| Total transactions (buy/sell) | 58 |
| Total fees | 13.58 |
| Funding net | -16.75 |
| Funding accrued (received) | 52.97 |
| Funding paid | 69.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 24 |
| Los Trades | 30 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 9.2502 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.47 |
| Position max, % of margin balance | 108.85 |
| Max Drawdown | 489.83 |
| Max Drawdown, % | 32.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4155 |
| Recovery Factor (Total PnL / Max DD) | 0.9578 |
| Sharpe ratio (monthly) | 0.5776 |
| Sortino ratio (monthly) | 1.0954 |
| CAGR, % | 17.27 |
| Calmar ratio (CAGR / Max DD%) | 0.5278 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 77.91 | Fee: 4.46 | Vol: 12393.52
Realized PnL by Symbol
Details
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