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
1455.87
Total PnL
455.87 (45.59%)
Total Trades (Win/Los)
55 (24/31)
Win Rate
43.64%
Max Drawdown
459.67 (33.03%)
Total Fees
13.18
Position avg (max), %
80.98 (111.87)
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 | -12.71% | 20.87% | 25.86% | -18.54% | 6.79% | 0.48% | -7.67% | 2.34% | -11.93% | 3.48% | 31.85% | -12.37% | 15.48% |
| 2025 | -9.01% | -0.24% | 8.47% | -7.14% | 7.43% | -6.44% | 10.71% | 11.23% | -0.35% | -7.01% | 19.40% | 1.99% | 27.71% |
| 2026 | -0.30% | 10.62% | -7.17% | -1.14% | -2.41% | 0.01% | — | — | — | — | — | — | -1.22% |
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 | 1455.87 |
| Min balance | 856.69 |
| Max balance | 1712.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.26 |
| Average monthly return (arithmetic), % | 1.90 |
| Best month, % | 31.85 |
| Worst month, % | -18.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 455.87 |
| Total PnL, % | 45.59 |
| Gross profit | 1583.29 |
| Gross loss | 1099.82 |
| Trading volume (USDT) | 36663.15 |
| Total transactions (buy/sell) | 59 |
| Total fees | 13.18 |
| Funding net | -14.42 |
| Funding accrued (received) | 50.44 |
| Funding paid | 64.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 55 |
| Win Trades | 24 |
| Los Trades | 31 |
| Win Rate, % | 43.64 |
| Expectancy per trade | 8.7905 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.98 |
| Position max, % of margin balance | 111.87 |
| Max Drawdown | 459.67 |
| Max Drawdown, % | 33.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4396 |
| Recovery Factor (Total PnL / Max DD) | 0.9917 |
| Sharpe ratio (monthly) | 0.5657 |
| Sortino ratio (monthly) | 1.0691 |
| CAGR, % | 16.83 |
| Calmar ratio (CAGR / Max DD%) | 0.5095 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 101.93 | Fee: 3.66 | Vol: 10187.62
Realized PnL by Symbol
Details
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