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
1307.65
Total PnL
307.65 (30.76%)
Total Trades (Win/Los)
48 (24/24)
Win Rate
50.00%
Max Drawdown
513.95 (38.48%)
Total Fees
10.49
Position avg (max), %
81.07 (121.77)
Profit Factor
1.34
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% | -20.50% | 3.85% | 0.57% | -8.50% | -3.46% | -3.21% | 2.66% | 29.27% | -12.80% | 9.55% |
| 2025 | -16.29% | 1.62% | 9.20% | -3.78% | 7.19% | -6.69% | 7.16% | 11.72% | -1.29% | -3.17% | 18.15% | 2.03% | 23.32% |
| 2026 | -5.49% | 11.82% | -8.05% | -0.73% | 0.39% | 0.01% | — | — | — | — | — | — | -3.14% |
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 | 1307.65 |
| Min balance | 821.84 |
| Max balance | 1523.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.90 |
| Average monthly return (arithmetic), % | 1.52 |
| Best month, % | 29.27 |
| Worst month, % | -20.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 307.65 |
| Total PnL, % | 30.76 |
| Gross profit | 1321.02 |
| Gross loss | 983.98 |
| Trading volume (USDT) | 29188.39 |
| Total transactions (buy/sell) | 52 |
| Total fees | 10.49 |
| Funding net | -18.90 |
| Funding accrued (received) | 44.01 |
| Funding paid | 62.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 24 |
| Los Trades | 24 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 7.0217 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.07 |
| Position max, % of margin balance | 121.77 |
| Max Drawdown | 513.95 |
| Max Drawdown, % | 38.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3425 |
| Recovery Factor (Total PnL / Max DD) | 0.5986 |
| Sharpe ratio (monthly) | 0.4629 |
| Sortino ratio (monthly) | 0.8219 |
| CAGR, % | 11.75 |
| Calmar ratio (CAGR / Max DD%) | 0.3053 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 26.57 | Fee: 3.32 | Vol: 9224.40
Realized PnL by Symbol
Details
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