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
1036.74
Total PnL
36.74 (3.67%)
Total Trades (Win/Los)
45 (18/27)
Win Rate
40.00%
Max Drawdown
605.14 (44.23%)
Total Fees
9.23
Position avg (max), %
82.28 (123.56)
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 | -13.57% | 23.27% | 28.19% | -25.69% | 11.30% | -5.34% | -16.81% | 0.35% | -8.89% | 0.30% | 40.68% | -11.95% | 1.03% |
| 2025 | -7.89% | -0.71% | 8.36% | -4.35% | -4.65% | -1.65% | 1.11% | 11.47% | -0.98% | -9.25% | 19.37% | 1.97% | 9.58% |
| 2026 | 7.54% | 7.46% | -11.31% | 0.39% | -8.93% | 0.01% | — | — | — | — | — | — | -6.29% |
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 | 1036.74 |
| Min balance | 762.90 |
| Max balance | 1368.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.12 |
| Average monthly return (arithmetic), % | 0.99 |
| Best month, % | 40.68 |
| Worst month, % | -25.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 36.74 |
| Total PnL, % | 3.67 |
| Gross profit | 998.30 |
| Gross loss | 941.16 |
| Trading volume (USDT) | 25686.75 |
| Total transactions (buy/sell) | 49 |
| Total fees | 9.23 |
| Funding net | -11.16 |
| Funding accrued (received) | 43.90 |
| Funding paid | 55.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 18 |
| Los Trades | 27 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 1.2697 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.28 |
| Position max, % of margin balance | 123.56 |
| Max Drawdown | 605.14 |
| Max Drawdown, % | 44.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0607 |
| Recovery Factor (Total PnL / Max DD) | 0.0607 |
| Sharpe ratio (monthly) | 0.2526 |
| Sortino ratio (monthly) | 0.4468 |
| CAGR, % | 1.51 |
| Calmar ratio (CAGR / Max DD%) | 0.0340 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -176.52 | Fee: 3.08 | Vol: 8568.72
Realized PnL by Symbol
Details
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