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
1288.82
Total PnL
288.82 (28.88%)
Total Trades (Win/Los)
46 (22/24)
Win Rate
47.83%
Max Drawdown
556.70 (41.68%)
Total Fees
9.77
Position avg (max), %
80.10 (121.20)
Profit Factor
1.33
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 | -11.26% | 19.02% | 26.27% | -20.50% | 7.29% | 0.25% | -7.81% | -3.83% | -8.65% | -1.60% | 32.63% | -12.80% | 5.11% |
| 2025 | -17.37% | 1.16% | 9.51% | -3.91% | 6.00% | -5.83% | 6.92% | 11.50% | -1.26% | -3.25% | 18.84% | 2.08% | 21.30% |
| 2026 | 2.64% | 8.57% | -4.75% | -5.21% | 0.51% | 0.01% | — | — | — | — | — | — | 1.14% |
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 | 1288.82 |
| Min balance | 779.09 |
| Max balance | 1486.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.85 |
| Average monthly return (arithmetic), % | 1.51 |
| Best month, % | 32.63 |
| Worst month, % | -20.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 288.82 |
| Total PnL, % | 28.88 |
| Gross profit | 1261.03 |
| Gross loss | 949.10 |
| Trading volume (USDT) | 27166.81 |
| Total transactions (buy/sell) | 50 |
| Total fees | 9.77 |
| Funding net | -13.35 |
| Funding accrued (received) | 44.65 |
| Funding paid | 58.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 22 |
| Los Trades | 24 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 6.7812 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.10 |
| Position max, % of margin balance | 121.20 |
| Max Drawdown | 556.70 |
| Max Drawdown, % | 41.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3287 |
| Recovery Factor (Total PnL / Max DD) | 0.5188 |
| Sharpe ratio (monthly) | 0.4448 |
| Sortino ratio (monthly) | 0.7997 |
| CAGR, % | 11.08 |
| Calmar ratio (CAGR / Max DD%) | 0.2658 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -3.25 | Fee: 2.75 | Vol: 7660.11
Realized PnL by Symbol
Details
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