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
1147.70
Total PnL
147.70 (14.77%)
Total Trades (Win/Los)
37 (17/20)
Win Rate
45.95%
Max Drawdown
533.26 (38.86%)
Total Fees
8.09
Position avg (max), %
81.50 (112.75)
Profit Factor
1.22
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% | 20.20% | 25.76% | -24.42% | 22.01% | -11.78% | -5.37% | -5.91% | -8.32% | -1.22% | 41.88% | -11.72% | 12.49% |
| 2025 | -11.53% | 0.18% | 8.66% | -3.92% | -4.17% | -1.88% | -3.70% | 11.75% | -1.39% | -3.22% | 19.70% | 2.16% | 9.27% |
| 2026 | 7.43% | 7.59% | -9.67% | -0.39% | -10.17% | 0.01% | — | — | — | — | — | — | -6.57% |
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 | 1147.70 |
| Min balance | 838.85 |
| Max balance | 1479.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.46 |
| Average monthly return (arithmetic), % | 1.30 |
| Best month, % | 41.88 |
| Worst month, % | -24.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 147.70 |
| Total PnL, % | 14.77 |
| Gross profit | 949.89 |
| Gross loss | 776.56 |
| Trading volume (USDT) | 22518.79 |
| Total transactions (buy/sell) | 41 |
| Total fees | 8.09 |
| Funding net | -17.54 |
| Funding accrued (received) | 44.22 |
| Funding paid | 61.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 17 |
| Los Trades | 20 |
| Win Rate, % | 45.95 |
| Expectancy per trade | 4.6848 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.50 |
| Position max, % of margin balance | 112.75 |
| Max Drawdown | 533.26 |
| Max Drawdown, % | 38.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2232 |
| Recovery Factor (Total PnL / Max DD) | 0.2770 |
| Sharpe ratio (monthly) | 0.3347 |
| Sortino ratio (monthly) | 0.6414 |
| CAGR, % | 5.87 |
| Calmar ratio (CAGR / Max DD%) | 0.1511 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -239.46 | Fee: 2.94 | Vol: 8189.77
Realized PnL by Symbol
Details
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