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
1204.86
Total PnL
204.86 (20.49%)
Total Trades (Win/Los)
48 (22/26)
Win Rate
45.83%
Max Drawdown
549.90 (40.18%)
Total Fees
10.71
Position avg (max), %
80.25 (120.51)
Profit Factor
1.21
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% | -19.13% | 7.00% | 0.36% | -7.75% | -3.61% | -8.52% | -1.92% | 31.92% | -12.76% | 8.89% |
| 2025 | -15.38% | 0.45% | 8.80% | -4.38% | 6.60% | -6.39% | 6.45% | 11.36% | -1.15% | -3.26% | 18.67% | 2.08% | 21.19% |
| 2026 | 3.05% | 8.41% | -4.79% | -8.77% | -5.86% | 0.01% | — | — | — | — | — | — | -8.64% |
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 | 1204.86 |
| Min balance | 818.53 |
| Max balance | 1541.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.63 |
| Average monthly return (arithmetic), % | 1.26 |
| Best month, % | 31.92 |
| Worst month, % | -19.13 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 204.86 |
| Total PnL, % | 20.49 |
| Gross profit | 1312.77 |
| Gross loss | 1087.91 |
| Trading volume (USDT) | 29798.74 |
| Total transactions (buy/sell) | 52 |
| Total fees | 10.71 |
| Funding net | -9.29 |
| Funding accrued (received) | 48.50 |
| Funding paid | 57.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 22 |
| Los Trades | 26 |
| Win Rate, % | 45.83 |
| Expectancy per trade | 4.6846 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.25 |
| Position max, % of margin balance | 120.51 |
| Max Drawdown | 549.90 |
| Max Drawdown, % | 40.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2067 |
| Recovery Factor (Total PnL / Max DD) | 0.3725 |
| Sharpe ratio (monthly) | 0.3766 |
| Sortino ratio (monthly) | 0.6861 |
| CAGR, % | 8.02 |
| Calmar ratio (CAGR / Max DD%) | 0.1997 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -126.95 | Fee: 3.43 | Vol: 9532.91
Realized PnL by Symbol
Details
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