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
1270.41
Total PnL
270.41 (27.04%)
Total Trades (Win/Los)
47 (17/30)
Win Rate
36.17%
Max Drawdown
742.76 (48.91%)
Total Fees
9.67
Position avg (max), %
80.77 (128.74)
Profit Factor
1.35
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 | -12.04% | 35.92% | 26.84% | -24.80% | 21.90% | -14.48% | -18.55% | -2.48% | -7.47% | -1.36% | 32.35% | -12.46% | -0.13% |
| 2025 | 3.56% | -12.55% | 8.90% | -5.12% | -10.50% | 1.50% | 7.51% | 12.57% | -0.56% | -4.64% | 18.08% | 1.86% | 17.34% |
| 2026 | 5.69% | 8.77% | -1.07% | 0.45% | -5.06% | 0.01% | — | — | — | — | — | — | 8.47% |
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 | 1270.41 |
| Min balance | 775.96 |
| Max balance | 1518.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 1.76 |
| Best month, % | 35.92 |
| Worst month, % | -24.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 270.41 |
| Total PnL, % | 27.04 |
| Gross profit | 1148.04 |
| Gross loss | 847.40 |
| Trading volume (USDT) | 26903.28 |
| Total transactions (buy/sell) | 51 |
| Total fees | 9.67 |
| Funding net | -20.55 |
| Funding accrued (received) | 41.05 |
| Funding paid | 61.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 47 |
| Win Trades | 17 |
| Los Trades | 30 |
| Win Rate, % | 36.17 |
| Expectancy per trade | 6.3965 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.77 |
| Position max, % of margin balance | 128.74 |
| Max Drawdown | 742.76 |
| Max Drawdown, % | 48.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3548 |
| Recovery Factor (Total PnL / Max DD) | 0.3641 |
| Sharpe ratio (monthly) | 0.4287 |
| Sortino ratio (monthly) | 0.7711 |
| CAGR, % | 10.42 |
| Calmar ratio (CAGR / Max DD%) | 0.2130 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 100.22 | Fee: 2.64 | Vol: 7348.06
Realized PnL by Symbol
Details
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