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
1179.17
Total PnL
179.17 (17.92%)
Total Trades (Win/Los)
37 (17/20)
Win Rate
45.95%
Max Drawdown
566.44 (39.74%)
Total Fees
8.20
Position avg (max), %
81.55 (110.35)
Profit Factor
1.26
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 | -9.42% | 22.76% | 27.96% | -25.65% | 22.98% | -12.04% | -4.38% | -7.56% | -8.16% | -1.02% | 41.66% | -11.85% | 14.81% |
| 2025 | -11.29% | -0.45% | 8.52% | -3.86% | -4.10% | -1.85% | -3.64% | 11.54% | -1.02% | -3.12% | 19.82% | 2.19% | 9.44% |
| 2026 | 7.43% | 7.58% | -9.65% | 0.15% | -10.21% | 0.01% | — | — | — | — | — | — | -6.09% |
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 | 1179.17 |
| Min balance | 858.75 |
| Max balance | 1512.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.55 |
| Average monthly return (arithmetic), % | 1.44 |
| Best month, % | 41.66 |
| Worst month, % | -25.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 179.17 |
| Total PnL, % | 17.92 |
| Gross profit | 989.13 |
| Gross loss | 782.44 |
| Trading volume (USDT) | 22802.04 |
| Total transactions (buy/sell) | 41 |
| Total fees | 8.20 |
| Funding net | -19.33 |
| Funding accrued (received) | 44.54 |
| Funding paid | 63.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 17 |
| Los Trades | 20 |
| Win Rate, % | 45.95 |
| Expectancy per trade | 5.5861 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.55 |
| Position max, % of margin balance | 110.35 |
| Max Drawdown | 566.44 |
| Max Drawdown, % | 39.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2642 |
| Recovery Factor (Total PnL / Max DD) | 0.3163 |
| Sharpe ratio (monthly) | 0.3604 |
| Sortino ratio (monthly) | 0.6935 |
| CAGR, % | 7.06 |
| Calmar ratio (CAGR / Max DD%) | 0.1777 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -214.21 | Fee: 3.03 | Vol: 8433.67
Realized PnL by Symbol
Details
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