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
1104.44
Total PnL
104.44 (10.44%)
Total Trades (Win/Los)
43 (18/25)
Win Rate
41.86%
Max Drawdown
667.09 (48.02%)
Total Fees
8.54
Position avg (max), %
83.93 (129.46)
Profit Factor
1.16
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 | -12.80% | 24.27% | 27.99% | -25.77% | 23.24% | -15.04% | -17.22% | 3.30% | -8.43% | 3.58% | 39.29% | -11.58% | 7.68% |
| 2025 | -6.93% | -16.08% | 11.70% | -4.44% | -8.99% | -1.52% | 3.00% | 11.91% | -1.32% | -5.49% | 18.74% | 1.96% | -2.76% |
| 2026 | 2.89% | 8.96% | -1.02% | 0.59% | -5.45% | 0.01% | — | — | — | — | — | — | 5.55% |
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 | 1104.44 |
| Min balance | 722.09 |
| Max balance | 1389.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 1.31 |
| Best month, % | 39.29 |
| Worst month, % | -25.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 104.44 |
| Total PnL, % | 10.44 |
| Gross profit | 942.41 |
| Gross loss | 813.95 |
| Trading volume (USDT) | 23756.79 |
| Total transactions (buy/sell) | 47 |
| Total fees | 8.54 |
| Funding net | -15.48 |
| Funding accrued (received) | 41.91 |
| Funding paid | 57.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 18 |
| Los Trades | 25 |
| Win Rate, % | 41.86 |
| Expectancy per trade | 2.9876 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.93 |
| Position max, % of margin balance | 129.46 |
| Max Drawdown | 667.09 |
| Max Drawdown, % | 48.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1578 |
| Recovery Factor (Total PnL / Max DD) | 0.1566 |
| Sharpe ratio (monthly) | 0.3163 |
| Sortino ratio (monthly) | 0.5525 |
| CAGR, % | 4.20 |
| Calmar ratio (CAGR / Max DD%) | 0.0875 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -29.39 | Fee: 2.54 | Vol: 7069.79
Realized PnL by Symbol
Details
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