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
1035.35
Total PnL
35.35 (3.53%)
Total Trades (Win/Los)
84 (22/62)
Win Rate
26.19%
Max Drawdown
784.70 (54.51%)
Total Fees
16.21
Position avg (max), %
80.44 (122.96)
Profit Factor
1.06
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 | -11.71% | 28.45% | 26.74% | -24.86% | 4.97% | -12.93% | -20.32% | -2.70% | -8.69% | -1.67% | 31.63% | -12.30% | -20.67% |
| 2025 | -1.79% | 6.70% | 6.85% | -4.68% | -3.16% | -1.86% | 5.93% | 12.66% | -0.36% | -4.37% | 18.66% | 1.88% | 39.45% |
| 2026 | 5.60% | 8.69% | -8.57% | 0.18% | -10.92% | 0.01% | — | — | — | — | — | — | -6.34% |
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 | 1035.35 |
| Min balance | 654.98 |
| Max balance | 1439.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.12 |
| Average monthly return (arithmetic), % | 0.94 |
| Best month, % | 31.63 |
| Worst month, % | -24.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 35.35 |
| Total PnL, % | 3.53 |
| Gross profit | 1191.47 |
| Gross loss | 1124.36 |
| Trading volume (USDT) | 45064.72 |
| Total transactions (buy/sell) | 88 |
| Total fees | 16.21 |
| Funding net | -15.55 |
| Funding accrued (received) | 38.15 |
| Funding paid | 53.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 22 |
| Los Trades | 62 |
| Win Rate, % | 26.19 |
| Expectancy per trade | 0.7989 |
| Max consecutive wins | 5 |
| Max consecutive losses | 24 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.44 |
| Position max, % of margin balance | 122.96 |
| Max Drawdown | 784.70 |
| Max Drawdown, % | 54.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0597 |
| Recovery Factor (Total PnL / Max DD) | 0.0450 |
| Sharpe ratio (monthly) | 0.2489 |
| Sortino ratio (monthly) | 0.4159 |
| CAGR, % | 1.45 |
| Calmar ratio (CAGR / Max DD%) | 0.0266 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -237.73 | Fee: 7.83 | Vol: 21758.41
Realized PnL by Symbol
Details
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