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
1354.68
Total PnL
354.68 (35.47%)
Total Trades (Win/Los)
48 (23/25)
Win Rate
47.92%
Max Drawdown
534.04 (37.43%)
Total Fees
11.49
Position avg (max), %
80.50 (117.25)
Profit Factor
1.36
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% | 19.80% | 25.85% | -19.13% | 7.00% | 0.36% | -7.75% | -3.61% | -2.28% | 2.42% | 28.62% | -12.86% | 18.26% |
| 2025 | -15.22% | 0.61% | 8.98% | -3.92% | 7.14% | -6.45% | 7.60% | 11.26% | -1.23% | -3.53% | 18.47% | -1.36% | 19.32% |
| 2026 | 6.26% | 8.24% | -6.66% | -4.64% | -6.18% | 0.01% | — | — | — | — | — | — | -3.93% |
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 | 1354.68 |
| Min balance | 889.41 |
| Max balance | 1695.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.02 |
| Average monthly return (arithmetic), % | 1.61 |
| Best month, % | 28.62 |
| Worst month, % | -19.13 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 354.68 |
| Total PnL, % | 35.47 |
| Gross profit | 1465.85 |
| Gross loss | 1080.96 |
| Trading volume (USDT) | 31965.69 |
| Total transactions (buy/sell) | 52 |
| Total fees | 11.49 |
| Funding net | -18.72 |
| Funding accrued (received) | 47.78 |
| Funding paid | 66.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 23 |
| Los Trades | 25 |
| Win Rate, % | 47.92 |
| Expectancy per trade | 8.0187 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.50 |
| Position max, % of margin balance | 117.25 |
| Max Drawdown | 534.04 |
| Max Drawdown, % | 37.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3561 |
| Recovery Factor (Total PnL / Max DD) | 0.6642 |
| Sharpe ratio (monthly) | 0.5009 |
| Sortino ratio (monthly) | 0.9191 |
| CAGR, % | 13.40 |
| Calmar ratio (CAGR / Max DD%) | 0.3579 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -35.65 | Fee: 3.70 | Vol: 10291.94
Realized PnL by Symbol
Details
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