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
1231.72
Total PnL
231.72 (23.17%)
Total Trades (Win/Los)
79 (17/62)
Win Rate
21.52%
Max Drawdown
765.93 (48.99%)
Total Fees
16.38
Position avg (max), %
85.34 (128.79)
Profit Factor
1.28
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 | -12.61% | 40.17% | 27.44% | -25.07% | 22.01% | -14.31% | -12.53% | -1.61% | -7.98% | 3.24% | 34.62% | -12.12% | 18.26% |
| 2025 | 4.58% | -20.23% | 10.59% | -5.94% | -13.25% | -3.19% | 15.00% | 13.01% | -3.19% | -6.96% | 5.27% | 2.62% | -7.85% |
| 2026 | 7.17% | 10.16% | -0.94% | 1.07% | -4.33% | 0.01% | — | — | — | — | — | — | 13.09% |
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 | 1231.72 |
| Min balance | 797.57 |
| Max balance | 1563.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.70 |
| Average monthly return (arithmetic), % | 1.76 |
| Best month, % | 40.17 |
| Worst month, % | -25.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 231.72 |
| Total PnL, % | 23.17 |
| Gross profit | 1259.99 |
| Gross loss | 984.47 |
| Trading volume (USDT) | 45545.32 |
| Total transactions (buy/sell) | 83 |
| Total fees | 16.38 |
| Funding net | -27.42 |
| Funding accrued (received) | 43.13 |
| Funding paid | 70.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 79 |
| Win Trades | 17 |
| Los Trades | 62 |
| Win Rate, % | 21.52 |
| Expectancy per trade | 3.4876 |
| Max consecutive wins | 3 |
| Max consecutive losses | 14 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.34 |
| Position max, % of margin balance | 128.79 |
| Max Drawdown | 765.93 |
| Max Drawdown, % | 48.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2799 |
| Recovery Factor (Total PnL / Max DD) | 0.3025 |
| Sharpe ratio (monthly) | 0.4053 |
| Sortino ratio (monthly) | 0.7319 |
| CAGR, % | 9.01 |
| Calmar ratio (CAGR / Max DD%) | 0.1840 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -42.66 | Fee: 3.30 | Vol: 9178.39
Realized PnL by Symbol
Details
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