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
1283.14
Total PnL
283.14 (28.31%)
Total Trades (Win/Los)
46 (22/24)
Win Rate
47.83%
Max Drawdown
547.89 (41.01%)
Total Fees
9.91
Position avg (max), %
80.01 (121.99)
Profit Factor
1.31
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 | -11.24% | 19.02% | 26.27% | -19.82% | 7.22% | 0.24% | -7.74% | -3.93% | -8.74% | -1.69% | 32.45% | -12.74% | 5.63% |
| 2025 | -16.19% | -0.07% | 8.97% | -3.94% | 6.33% | -6.48% | 6.55% | 11.57% | -1.27% | -3.26% | 18.94% | 2.09% | 20.17% |
| 2026 | 2.65% | 8.61% | -4.77% | -5.23% | 0.51% | 0.01% | — | — | — | — | — | — | 1.15% |
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 | 1283.14 |
| Min balance | 788.09 |
| Max balance | 1481.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.84 |
| Average monthly return (arithmetic), % | 1.48 |
| Best month, % | 32.45 |
| Worst month, % | -19.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 283.14 |
| Total PnL, % | 28.31 |
| Gross profit | 1277.23 |
| Gross loss | 971.34 |
| Trading volume (USDT) | 27577.95 |
| Total transactions (buy/sell) | 50 |
| Total fees | 9.91 |
| Funding net | -12.83 |
| Funding accrued (received) | 44.96 |
| Funding paid | 57.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 22 |
| Los Trades | 24 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 6.6497 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.01 |
| Position max, % of margin balance | 121.99 |
| Max Drawdown | 547.89 |
| Max Drawdown, % | 41.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3149 |
| Recovery Factor (Total PnL / Max DD) | 0.5168 |
| Sharpe ratio (monthly) | 0.4401 |
| Sortino ratio (monthly) | 0.8025 |
| CAGR, % | 10.88 |
| Calmar ratio (CAGR / Max DD%) | 0.2652 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -7.41 | Fee: 2.76 | Vol: 7688.36
Realized PnL by Symbol
Details
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