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
1419.21
Total PnL
419.21 (41.92%)
Total Trades (Win/Los)
48 (23/25)
Win Rate
47.92%
Max Drawdown
535.66 (36.42%)
Total Fees
11.69
Position avg (max), %
80.26 (118.23)
Profit Factor
1.42
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 | -9.42% | 20.20% | 25.76% | -18.62% | 6.93% | 0.36% | -7.68% | -3.71% | -2.47% | 3.06% | 30.68% | -12.74% | 21.83% |
| 2025 | -13.49% | -0.24% | 8.44% | -4.01% | 7.62% | -6.43% | 7.10% | 11.10% | -1.14% | -3.55% | 17.83% | -1.32% | 19.34% |
| 2026 | 6.81% | 7.96% | -6.58% | -4.64% | -4.93% | 0.01% | — | — | — | — | — | — | -2.32% |
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 | 1419.21 |
| Min balance | 889.61 |
| Max balance | 1749.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.18 |
| Average monthly return (arithmetic), % | 1.76 |
| Best month, % | 30.68 |
| Worst month, % | -18.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 419.21 |
| Total PnL, % | 41.92 |
| Gross profit | 1525.13 |
| Gross loss | 1073.25 |
| Trading volume (USDT) | 32508.32 |
| Total transactions (buy/sell) | 52 |
| Total fees | 11.69 |
| Funding net | -20.98 |
| Funding accrued (received) | 47.84 |
| Funding paid | 68.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 23 |
| Los Trades | 25 |
| Win Rate, % | 47.92 |
| Expectancy per trade | 9.4140 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.26 |
| Position max, % of margin balance | 118.23 |
| Max Drawdown | 535.66 |
| Max Drawdown, % | 36.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4210 |
| Recovery Factor (Total PnL / Max DD) | 0.7826 |
| Sharpe ratio (monthly) | 0.5478 |
| Sortino ratio (monthly) | 1.0469 |
| CAGR, % | 15.60 |
| Calmar ratio (CAGR / Max DD%) | 0.4284 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -17.00 | Fee: 3.80 | Vol: 10558.39
Realized PnL by Symbol
Details
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