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
1364.54
Total PnL
364.54 (36.45%)
Total Trades (Win/Los)
48 (24/24)
Win Rate
50.00%
Max Drawdown
533.29 (38.34%)
Total Fees
11.03
Position avg (max), %
81.24 (117.35)
Profit Factor
1.40
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 | -11.26% | 19.02% | 26.27% | -19.24% | 7.17% | 0.24% | -7.69% | -3.90% | -2.38% | 2.45% | 28.75% | -12.83% | 15.21% |
| 2025 | -17.33% | 2.23% | 9.49% | -3.79% | 6.64% | -6.53% | 7.08% | 11.10% | -1.13% | -3.71% | 18.79% | 2.05% | 21.83% |
| 2026 | -5.20% | 11.87% | -8.15% | -0.61% | 0.45% | 0.01% | — | — | — | — | — | — | -2.72% |
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 | 1364.54 |
| Min balance | 857.66 |
| Max balance | 1587.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.04 |
| Average monthly return (arithmetic), % | 1.66 |
| Best month, % | 28.75 |
| Worst month, % | -19.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 364.54 |
| Total PnL, % | 36.45 |
| Gross profit | 1392.42 |
| Gross loss | 997.06 |
| Trading volume (USDT) | 30676.06 |
| Total transactions (buy/sell) | 52 |
| Total fees | 11.03 |
| Funding net | -19.78 |
| Funding accrued (received) | 45.79 |
| Funding paid | 65.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 24 |
| Los Trades | 24 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 8.2365 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.24 |
| Position max, % of margin balance | 117.35 |
| Max Drawdown | 533.29 |
| Max Drawdown, % | 38.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3965 |
| Recovery Factor (Total PnL / Max DD) | 0.6836 |
| Sharpe ratio (monthly) | 0.5069 |
| Sortino ratio (monthly) | 0.9076 |
| CAGR, % | 13.74 |
| Calmar ratio (CAGR / Max DD%) | 0.3583 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 27.69 | Fee: 3.45 | Vol: 9596.70
Realized PnL by Symbol
Details
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