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
1426.07
Total PnL
426.07 (42.61%)
Total Trades (Win/Los)
51 (22/29)
Win Rate
43.14%
Max Drawdown
445.51 (32.97%)
Total Fees
12.07
Position avg (max), %
81.37 (114.04)
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 | -12.80% | 20.89% | 25.88% | -18.55% | 6.79% | 0.48% | -7.68% | -0.46% | -8.16% | -1.63% | 32.71% | -12.38% | 11.97% |
| 2025 | -9.15% | 0.18% | 8.47% | -3.93% | 7.47% | -6.50% | 7.44% | 11.76% | -0.83% | -9.58% | 19.98% | 2.02% | 25.58% |
| 2026 | 4.86% | 8.76% | -6.57% | -1.80% | -3.03% | 0.01% | — | — | — | — | — | — | 1.48% |
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 | 1426.07 |
| Min balance | 855.80 |
| Max balance | 1677.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.19 |
| Average monthly return (arithmetic), % | 1.82 |
| Best month, % | 32.71 |
| Worst month, % | -18.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 426.07 |
| Total PnL, % | 42.61 |
| Gross profit | 1511.95 |
| Gross loss | 1061.44 |
| Trading volume (USDT) | 33578.30 |
| Total transactions (buy/sell) | 55 |
| Total fees | 12.07 |
| Funding net | -12.36 |
| Funding accrued (received) | 50.62 |
| Funding paid | 62.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 22 |
| Los Trades | 29 |
| Win Rate, % | 43.14 |
| Expectancy per trade | 8.8334 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.37 |
| Position max, % of margin balance | 114.04 |
| Max Drawdown | 445.51 |
| Max Drawdown, % | 32.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4244 |
| Recovery Factor (Total PnL / Max DD) | 0.9564 |
| Sharpe ratio (monthly) | 0.5447 |
| Sortino ratio (monthly) | 1.0522 |
| CAGR, % | 15.83 |
| Calmar ratio (CAGR / Max DD%) | 0.4803 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 48.28 | Fee: 3.55 | Vol: 9878.86
Realized PnL by Symbol
Details
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