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
1296.25
Total PnL
296.25 (29.63%)
Total Trades (Win/Los)
54 (24/30)
Win Rate
44.44%
Max Drawdown
487.49 (34.32%)
Total Fees
12.69
Position avg (max), %
81.39 (110.91)
Profit Factor
1.27
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 | -9.42% | 20.20% | 25.76% | -23.03% | 6.63% | 0.62% | -7.29% | -0.40% | -2.26% | 2.41% | 29.30% | -12.55% | 18.17% |
| 2025 | -11.00% | -0.24% | 8.46% | -4.02% | 7.64% | -6.45% | 7.11% | 11.12% | -0.81% | -13.74% | 21.46% | 2.18% | 17.64% |
| 2026 | -2.66% | 12.25% | -10.23% | -0.28% | -4.63% | 0.01% | — | — | — | — | — | — | -6.70% |
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 | 1296.25 |
| Min balance | 889.61 |
| Max balance | 1620.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.87 |
| Average monthly return (arithmetic), % | 1.54 |
| Best month, % | 29.30 |
| Worst month, % | -23.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 296.25 |
| Total PnL, % | 29.63 |
| Gross profit | 1510.02 |
| Gross loss | 1186.16 |
| Trading volume (USDT) | 35302.38 |
| Total transactions (buy/sell) | 58 |
| Total fees | 12.69 |
| Funding net | -14.91 |
| Funding accrued (received) | 49.71 |
| Funding paid | 64.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 24 |
| Los Trades | 30 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 5.9973 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.39 |
| Position max, % of margin balance | 110.91 |
| Max Drawdown | 487.49 |
| Max Drawdown, % | 34.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2730 |
| Recovery Factor (Total PnL / Max DD) | 0.6077 |
| Sharpe ratio (monthly) | 0.4523 |
| Sortino ratio (monthly) | 0.7986 |
| CAGR, % | 11.34 |
| Calmar ratio (CAGR / Max DD%) | 0.3306 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 21.43 | Fee: 4.14 | Vol: 11511.02
Realized PnL by Symbol
Details
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