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
1025.63
Total PnL
25.63 (2.56%)
Total Trades (Win/Los)
35 (17/18)
Win Rate
48.57%
Max Drawdown
590.55 (44.09%)
Total Fees
6.78
Position avg (max), %
80.00 (116.76)
Profit Factor
1.08
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 | -11.26% | 19.44% | 26.18% | -24.52% | 21.83% | -9.68% | -10.55% | -6.12% | -8.47% | -1.81% | 39.57% | -11.72% | 3.30% |
| 2025 | -15.93% | -0.31% | 8.88% | -3.70% | -5.61% | -1.73% | -4.49% | 11.06% | -1.52% | -3.54% | 18.72% | 2.06% | -0.48% |
| 2026 | 7.08% | 7.17% | -7.33% | -1.01% | -5.18% | 0.01% | — | — | — | — | — | — | -0.17% |
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 | 1025.63 |
| Min balance | 748.91 |
| Max balance | 1339.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.92 |
| Best month, % | 39.57 |
| Worst month, % | -24.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 25.63 |
| Total PnL, % | 2.56 |
| Gross profit | 750.68 |
| Gross loss | 697.45 |
| Trading volume (USDT) | 18855.81 |
| Total transactions (buy/sell) | 39 |
| Total fees | 6.78 |
| Funding net | -20.82 |
| Funding accrued (received) | 36.49 |
| Funding paid | 57.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 17 |
| Los Trades | 18 |
| Win Rate, % | 48.57 |
| Expectancy per trade | 1.5209 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.00 |
| Position max, % of margin balance | 116.76 |
| Max Drawdown | 590.55 |
| Max Drawdown, % | 44.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0763 |
| Recovery Factor (Total PnL / Max DD) | 0.0434 |
| Sharpe ratio (monthly) | 0.2383 |
| Sortino ratio (monthly) | 0.4351 |
| CAGR, % | 1.05 |
| Calmar ratio (CAGR / Max DD%) | 0.0239 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -169.59 | Fee: 2.11 | Vol: 5860.14
Realized PnL by Symbol
Details
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