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
1231.52
Total PnL
231.52 (23.15%)
Total Trades (Win/Los)
48 (22/26)
Win Rate
45.83%
Max Drawdown
542.52 (39.65%)
Total Fees
10.83
Position avg (max), %
80.17 (121.91)
Profit Factor
1.23
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% | 19.80% | 25.84% | -18.67% | 6.96% | 0.36% | -7.71% | -3.72% | -8.64% | -2.01% | 31.84% | -12.73% | 9.11% |
| 2025 | -14.29% | -0.24% | 8.73% | -4.34% | 6.55% | -6.35% | 7.24% | 11.85% | -1.30% | -3.20% | 18.33% | 2.05% | 22.80% |
| 2026 | 3.70% | 8.23% | -4.77% | -8.68% | -5.78% | 0.01% | — | — | — | — | — | — | -8.03% |
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 | 1231.52 |
| Min balance | 825.90 |
| Max balance | 1571.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.70 |
| Average monthly return (arithmetic), % | 1.32 |
| Best month, % | 31.84 |
| Worst month, % | -18.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 231.52 |
| Total PnL, % | 23.15 |
| Gross profit | 1352.59 |
| Gross loss | 1100.96 |
| Trading volume (USDT) | 30134.71 |
| Total transactions (buy/sell) | 52 |
| Total fees | 10.83 |
| Funding net | -9.28 |
| Funding accrued (received) | 48.93 |
| Funding paid | 58.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 22 |
| Los Trades | 26 |
| Win Rate, % | 45.83 |
| Expectancy per trade | 5.2424 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.17 |
| Position max, % of margin balance | 121.91 |
| Max Drawdown | 542.52 |
| Max Drawdown, % | 39.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2286 |
| Recovery Factor (Total PnL / Max DD) | 0.4268 |
| Sharpe ratio (monthly) | 0.3983 |
| Sortino ratio (monthly) | 0.7366 |
| CAGR, % | 9.01 |
| Calmar ratio (CAGR / Max DD%) | 0.2272 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -146.40 | Fee: 3.50 | Vol: 9724.92
Realized PnL by Symbol
Details
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