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
1150.27
Total PnL
150.27 (15.03%)
Total Trades (Win/Los)
82 (20/62)
Win Rate
24.39%
Max Drawdown
823.90 (54.95%)
Total Fees
16.43
Position avg (max), %
81.95 (137.42)
Profit Factor
1.18
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 | -9.37% | 29.79% | 27.28% | -25.12% | 22.28% | -14.30% | -17.90% | -2.84% | -9.54% | 2.86% | 33.67% | -12.10% | 2.46% |
| 2025 | -1.37% | -17.89% | 10.18% | -4.13% | -8.01% | -1.37% | 5.84% | 13.29% | -0.68% | -4.85% | 17.98% | 1.89% | 5.74% |
| 2026 | 5.44% | 8.45% | -0.97% | 1.07% | -7.19% | 0.01% | — | — | — | — | — | — | 6.24% |
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 | 1150.27 |
| Min balance | 675.59 |
| Max balance | 1499.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.47 |
| Average monthly return (arithmetic), % | 1.41 |
| Best month, % | 33.67 |
| Worst month, % | -25.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 150.27 |
| Total PnL, % | 15.03 |
| Gross profit | 1221.23 |
| Gross loss | 1033.75 |
| Trading volume (USDT) | 45681.93 |
| Total transactions (buy/sell) | 86 |
| Total fees | 16.43 |
| Funding net | -20.78 |
| Funding accrued (received) | 39.61 |
| Funding paid | 60.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 20 |
| Los Trades | 62 |
| Win Rate, % | 24.39 |
| Expectancy per trade | 2.2864 |
| Max consecutive wins | 4 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.95 |
| Position max, % of margin balance | 137.42 |
| Max Drawdown | 823.90 |
| Max Drawdown, % | 54.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1814 |
| Recovery Factor (Total PnL / Max DD) | 0.1824 |
| Sharpe ratio (monthly) | 0.3486 |
| Sortino ratio (monthly) | 0.6045 |
| CAGR, % | 5.97 |
| Calmar ratio (CAGR / Max DD%) | 0.1086 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -111.93 | Fee: 7.50 | Vol: 20847.57
Realized PnL by Symbol
Details
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