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
2023.91
Total PnL
1023.91 (102.39%)
Total Trades (Win/Los)
75 (27/48)
Win Rate
36.00%
Max Drawdown
676.91 (43.23%)
Total Fees
21.81
Position avg (max), %
84.79 (123.24)
Profit Factor
1.77
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 | -6.75% | 31.55% | 27.45% | -16.28% | -6.07% | -7.82% | -10.14% | -0.20% | 0.61% | 1.27% | 30.53% | -12.15% | 18.75% |
| 2025 | 1.31% | 7.27% | 6.86% | -2.35% | 8.74% | -9.89% | 13.03% | 9.67% | -0.24% | -1.44% | 19.14% | -1.11% | 59.55% |
| 2026 | 3.13% | 10.78% | -8.15% | 2.55% | -0.68% | 0.01% | — | — | — | — | — | — | 6.89% |
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 | 2023.91 |
| Min balance | 889.09 |
| Max balance | 2280.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.38 |
| Average monthly return (arithmetic), % | 3.02 |
| Best month, % | 31.55 |
| Worst month, % | -16.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1023.91 |
| Total PnL, % | 102.39 |
| Gross profit | 2450.44 |
| Gross loss | 1387.19 |
| Trading volume (USDT) | 60647.97 |
| Total transactions (buy/sell) | 78 |
| Total fees | 21.81 |
| Funding net | -17.53 |
| Funding accrued (received) | 62.56 |
| Funding paid | 80.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 75 |
| Win Trades | 27 |
| Los Trades | 48 |
| Win Rate, % | 36.00 |
| Expectancy per trade | 14.1767 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.79 |
| Position max, % of margin balance | 123.24 |
| Max Drawdown | 676.91 |
| Max Drawdown, % | 43.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7665 |
| Recovery Factor (Total PnL / Max DD) | 1.5126 |
| Sharpe ratio (monthly) | 0.8863 |
| Sortino ratio (monthly) | 1.9862 |
| CAGR, % | 33.90 |
| Calmar ratio (CAGR / Max DD%) | 0.7844 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 372.35 | Fee: 5.59 | Vol: 15544.39
Realized PnL by Symbol
Details
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