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
1491.68
Total PnL
491.68 (49.17%)
Total Trades (Win/Los)
58 (25/33)
Win Rate
43.10%
Max Drawdown
522.18 (32.78%)
Total Fees
14.79
Position avg (max), %
80.05 (106.93)
Profit Factor
1.44
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 | -9.44% | 20.21% | 25.76% | -16.76% | 6.48% | 0.54% | -7.40% | 2.18% | -2.10% | 3.10% | 29.96% | -12.33% | 32.74% |
| 2025 | -8.32% | -0.61% | 8.47% | -8.36% | 7.16% | -6.12% | 7.88% | 11.61% | -0.54% | -9.41% | 18.98% | -1.07% | 16.36% |
| 2026 | -0.84% | 10.33% | -9.44% | -0.04% | -2.44% | 0.01% | — | — | — | — | — | — | -3.36% |
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 | 1491.68 |
| Min balance | 889.44 |
| Max balance | 1777.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.34 |
| Average monthly return (arithmetic), % | 1.92 |
| Best month, % | 29.96 |
| Worst month, % | -16.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 491.68 |
| Total PnL, % | 49.17 |
| Gross profit | 1726.81 |
| Gross loss | 1202.98 |
| Trading volume (USDT) | 41138.88 |
| Total transactions (buy/sell) | 62 |
| Total fees | 14.79 |
| Funding net | -17.36 |
| Funding accrued (received) | 53.34 |
| Funding paid | 70.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 58 |
| Win Trades | 25 |
| Los Trades | 33 |
| Win Rate, % | 43.10 |
| Expectancy per trade | 9.0316 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.05 |
| Position max, % of margin balance | 106.93 |
| Max Drawdown | 522.18 |
| Max Drawdown, % | 32.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4354 |
| Recovery Factor (Total PnL / Max DD) | 0.9416 |
| Sharpe ratio (monthly) | 0.6017 |
| Sortino ratio (monthly) | 1.1827 |
| CAGR, % | 18.01 |
| Calmar ratio (CAGR / Max DD%) | 0.5494 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 212.73 | Fee: 3.92 | Vol: 10899.53
Realized PnL by Symbol
Details
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