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
1401.68
Total PnL
401.68 (40.17%)
Total Trades (Win/Los)
50 (22/28)
Win Rate
44.00%
Max Drawdown
462.98 (33.86%)
Total Fees
11.85
Position avg (max), %
81.37 (114.64)
Profit Factor
1.39
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 | -10.29% | 19.23% | 25.95% | -18.59% | 7.05% | 0.43% | -7.41% | -0.92% | -8.24% | -1.74% | 32.64% | -12.61% | 13.04% |
| 2025 | -10.15% | 0.18% | 8.49% | -3.94% | 7.48% | -6.42% | 7.81% | 11.40% | -0.83% | -11.14% | 21.10% | 2.06% | 23.41% |
| 2026 | 5.21% | 9.14% | -6.66% | -1.90% | -4.39% | 0.01% | — | — | — | — | — | — | 0.54% |
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 | 1401.68 |
| Min balance | 878.48 |
| Max balance | 1677.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.13 |
| Average monthly return (arithmetic), % | 1.76 |
| Best month, % | 32.64 |
| Worst month, % | -18.59 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 401.68 |
| Total PnL, % | 40.17 |
| Gross profit | 1507.91 |
| Gross loss | 1082.51 |
| Trading volume (USDT) | 32958.74 |
| Total transactions (buy/sell) | 54 |
| Total fees | 11.85 |
| Funding net | -11.86 |
| Funding accrued (received) | 51.20 |
| Funding paid | 63.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 22 |
| Los Trades | 28 |
| Win Rate, % | 44.00 |
| Expectancy per trade | 8.5079 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.37 |
| Position max, % of margin balance | 114.64 |
| Max Drawdown | 462.98 |
| Max Drawdown, % | 33.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3930 |
| Recovery Factor (Total PnL / Max DD) | 0.8676 |
| Sharpe ratio (monthly) | 0.5273 |
| Sortino ratio (monthly) | 1.0147 |
| CAGR, % | 15.01 |
| Calmar ratio (CAGR / Max DD%) | 0.4432 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 19.84 | Fee: 3.58 | Vol: 9962.65
Realized PnL by Symbol
Details
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