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
1140.58
Total PnL
140.58 (14.06%)
Total Trades (Win/Los)
61 (23/38)
Win Rate
37.70%
Max Drawdown
653.70 (47.04%)
Total Fees
11.88
Position avg (max), %
83.15 (130.58)
Profit Factor
1.15
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 | -12.48% | 23.87% | 27.98% | -19.53% | -13.23% | -3.14% | -8.19% | 4.13% | -11.31% | -2.56% | 33.35% | -12.42% | -9.46% |
| 2025 | -6.89% | -0.48% | 8.16% | -5.41% | -1.21% | -8.26% | 13.65% | 12.84% | -0.44% | -7.20% | 17.58% | 1.86% | 21.92% |
| 2026 | 1.81% | 10.10% | -8.31% | 2.74% | -2.10% | 0.01% | — | — | — | — | — | — | 3.39% |
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 | 1140.58 |
| Min balance | 736.05 |
| Max balance | 1389.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.44 |
| Average monthly return (arithmetic), % | 1.16 |
| Best month, % | 33.35 |
| Worst month, % | -19.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 140.58 |
| Total PnL, % | 14.06 |
| Gross profit | 1273.18 |
| Gross loss | 1106.06 |
| Trading volume (USDT) | 33036.41 |
| Total transactions (buy/sell) | 65 |
| Total fees | 11.88 |
| Funding net | -14.66 |
| Funding accrued (received) | 41.02 |
| Funding paid | 55.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 61 |
| Win Trades | 23 |
| Los Trades | 38 |
| Win Rate, % | 37.70 |
| Expectancy per trade | 2.7396 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.15 |
| Position max, % of margin balance | 130.58 |
| Max Drawdown | 653.70 |
| Max Drawdown, % | 47.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1511 |
| Recovery Factor (Total PnL / Max DD) | 0.2150 |
| Sharpe ratio (monthly) | 0.3244 |
| Sortino ratio (monthly) | 0.6011 |
| CAGR, % | 5.60 |
| Calmar ratio (CAGR / Max DD%) | 0.1190 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 43.63 | Fee: 3.07 | Vol: 8525.82
Realized PnL by Symbol
Details
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