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
1189.33
Total PnL
189.33 (18.93%)
Total Trades (Win/Los)
46 (22/24)
Win Rate
47.83%
Max Drawdown
596.27 (44.64%)
Total Fees
9.23
Position avg (max), %
80.31 (129.33)
Profit Factor
1.22
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% | -21.49% | 3.26% | 0.91% | -8.70% | -2.79% | -9.28% | -2.42% | 30.17% | -12.73% | -2.61% |
| 2025 | -17.15% | 3.24% | 9.45% | -3.62% | 4.68% | -5.91% | 6.71% | 11.26% | -1.23% | -3.26% | 17.61% | 1.90% | 20.82% |
| 2026 | 2.80% | 8.10% | -4.75% | -4.92% | 0.50% | 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 | 1189.33 |
| Min balance | 739.51 |
| Max balance | 1365.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.58 |
| Average monthly return (arithmetic), % | 1.21 |
| Best month, % | 30.17 |
| Worst month, % | -21.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 189.33 |
| Total PnL, % | 18.93 |
| Gross profit | 1148.30 |
| Gross loss | 938.93 |
| Trading volume (USDT) | 25687.63 |
| Total transactions (buy/sell) | 50 |
| Total fees | 9.23 |
| Funding net | -10.81 |
| Funding accrued (received) | 43.26 |
| Funding paid | 54.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 22 |
| Los Trades | 24 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 4.5516 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.31 |
| Position max, % of margin balance | 129.33 |
| Max Drawdown | 596.27 |
| Max Drawdown, % | 44.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2230 |
| Recovery Factor (Total PnL / Max DD) | 0.3175 |
| Sharpe ratio (monthly) | 0.3667 |
| Sortino ratio (monthly) | 0.6317 |
| CAGR, % | 7.44 |
| Calmar ratio (CAGR / Max DD%) | 0.1668 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 3.81 | Fee: 2.58 | Vol: 7176.71
Realized PnL by Symbol
Details
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