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
1004.66
Total PnL
4.66 (0.47%)
Total Trades (Win/Los)
41 (16/25)
Win Rate
39.02%
Max Drawdown
688.58 (50.33%)
Total Fees
7.71
Position avg (max), %
83.30 (131.21)
Profit Factor
1.03
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 | -13.57% | 23.27% | 28.19% | -25.69% | 22.85% | -15.32% | -16.68% | -0.47% | -8.98% | 3.64% | 40.17% | -11.85% | 2.05% |
| 2025 | -8.35% | -16.39% | 11.46% | -3.87% | -8.68% | -1.73% | -0.08% | 11.27% | -0.71% | -9.24% | 20.07% | 2.02% | -9.58% |
| 2026 | 7.82% | 7.78% | -0.78% | 0.47% | -5.98% | 0.01% | — | — | — | — | — | — | 8.94% |
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 | 1004.66 |
| Min balance | 679.46 |
| Max balance | 1368.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 1.02 |
| Best month, % | 40.17 |
| Worst month, % | -25.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 4.66 |
| Total PnL, % | 0.47 |
| Gross profit | 856.14 |
| Gross loss | 828.08 |
| Trading volume (USDT) | 21454.24 |
| Total transactions (buy/sell) | 45 |
| Total fees | 7.71 |
| Funding net | -15.68 |
| Funding accrued (received) | 38.55 |
| Funding paid | 54.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 16 |
| Los Trades | 25 |
| Win Rate, % | 39.02 |
| Expectancy per trade | 0.6844 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.30 |
| Position max, % of margin balance | 131.21 |
| Max Drawdown | 688.58 |
| Max Drawdown, % | 50.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0339 |
| Recovery Factor (Total PnL / Max DD) | 0.0068 |
| Sharpe ratio (monthly) | 0.2429 |
| Sortino ratio (monthly) | 0.4199 |
| CAGR, % | 0.19 |
| Calmar ratio (CAGR / Max DD%) | 0.0038 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -106.72 | Fee: 2.45 | Vol: 6813.63
Realized PnL by Symbol
Details
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