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
1452.73
Total PnL
452.73 (45.27%)
Total Trades (Win/Los)
67 (24/43)
Win Rate
35.82%
Max Drawdown
690.12 (46.36%)
Total Fees
14.81
Position avg (max), %
84.26 (134.86)
Profit Factor
1.42
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 | -13.12% | 32.66% | 28.97% | -18.64% | -12.45% | -3.07% | -10.31% | -0.32% | -8.44% | 0.81% | 32.38% | -11.79% | -1.11% |
| 2025 | -3.59% | 2.95% | 7.63% | -2.93% | -0.50% | -11.24% | 12.96% | 13.22% | -0.19% | -3.03% | 17.96% | 1.92% | 36.26% |
| 2026 | 2.36% | 10.49% | -5.78% | 2.62% | -1.36% | 0.01% | — | — | — | — | — | — | 7.88% |
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 | 1452.73 |
| Min balance | 798.63 |
| Max balance | 1602.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.25 |
| Average monthly return (arithmetic), % | 2.01 |
| Best month, % | 32.66 |
| Worst month, % | -18.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 452.73 |
| Total PnL, % | 45.27 |
| Gross profit | 1638.32 |
| Gross loss | 1156.15 |
| Trading volume (USDT) | 41187.46 |
| Total transactions (buy/sell) | 71 |
| Total fees | 14.81 |
| Funding net | -14.63 |
| Funding accrued (received) | 48.15 |
| Funding paid | 62.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 67 |
| Win Trades | 24 |
| Los Trades | 43 |
| Win Rate, % | 35.82 |
| Expectancy per trade | 7.1966 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.26 |
| Position max, % of margin balance | 134.86 |
| Max Drawdown | 690.12 |
| Max Drawdown, % | 46.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4170 |
| Recovery Factor (Total PnL / Max DD) | 0.6560 |
| Sharpe ratio (monthly) | 0.5443 |
| Sortino ratio (monthly) | 1.1013 |
| CAGR, % | 16.72 |
| Calmar ratio (CAGR / Max DD%) | 0.3608 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 164.58 | Fee: 3.52 | Vol: 9782.73
Realized PnL by Symbol
Details
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