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
1218.60
Total PnL
218.60 (21.86%)
Total Trades (Win/Los)
48 (24/24)
Win Rate
50.00%
Max Drawdown
565.46 (42.33%)
Total Fees
10.05
Position avg (max), %
83.06 (132.12)
Profit Factor
1.25
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% | -21.49% | 2.20% | 0.31% | -8.84% | -2.84% | -7.05% | 2.67% | 30.01% | -12.88% | 2.77% |
| 2025 | -17.06% | 1.70% | 9.36% | -3.73% | 4.99% | -5.86% | 7.52% | 11.70% | -1.28% | -3.30% | 19.14% | 2.11% | 22.43% |
| 2026 | -5.49% | 12.15% | -8.07% | -0.89% | 0.35% | 0.01% | — | — | — | — | — | — | -3.08% |
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 | 1218.60 |
| Min balance | 770.32 |
| Max balance | 1424.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.66 |
| Average monthly return (arithmetic), % | 1.32 |
| Best month, % | 30.01 |
| Worst month, % | -21.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 218.60 |
| Total PnL, % | 21.86 |
| Gross profit | 1228.57 |
| Gross loss | 983.82 |
| Trading volume (USDT) | 27956.27 |
| Total transactions (buy/sell) | 52 |
| Total fees | 10.05 |
| Funding net | -16.10 |
| Funding accrued (received) | 43.78 |
| Funding paid | 59.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 24 |
| Los Trades | 24 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 5.0990 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.06 |
| Position max, % of margin balance | 132.12 |
| Max Drawdown | 565.46 |
| Max Drawdown, % | 42.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2488 |
| Recovery Factor (Total PnL / Max DD) | 0.3866 |
| Sharpe ratio (monthly) | 0.3910 |
| Sortino ratio (monthly) | 0.6825 |
| CAGR, % | 8.53 |
| Calmar ratio (CAGR / Max DD%) | 0.2015 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -12.93 | Fee: 3.16 | Vol: 8801.80
Realized PnL by Symbol
Details
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