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
1107.79
Total PnL
107.79 (10.78%)
Total Trades (Win/Los)
43 (16/27)
Win Rate
37.21%
Max Drawdown
730.08 (50.59%)
Total Fees
8.53
Position avg (max), %
82.34 (124.33)
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 | -10.63% | 27.29% | 26.66% | -24.80% | 22.08% | -14.58% | -15.10% | 3.27% | -8.31% | -2.73% | 31.08% | -12.69% | 1.14% |
| 2025 | 0.72% | -16.16% | 9.93% | -5.34% | -13.27% | 1.70% | 5.93% | 12.23% | -0.78% | -7.29% | 18.91% | 1.97% | 2.76% |
| 2026 | 3.83% | 8.95% | -1.02% | 0.59% | -5.30% | 0.01% | — | — | — | — | — | — | 6.66% |
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 | 1107.79 |
| Min balance | 713.17 |
| Max balance | 1443.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.34 |
| Average monthly return (arithmetic), % | 1.24 |
| Best month, % | 31.08 |
| Worst month, % | -24.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 107.79 |
| Total PnL, % | 10.78 |
| Gross profit | 980.25 |
| Gross loss | 846.22 |
| Trading volume (USDT) | 23725.02 |
| Total transactions (buy/sell) | 47 |
| Total fees | 8.53 |
| Funding net | -17.71 |
| Funding accrued (received) | 40.67 |
| Funding paid | 58.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 16 |
| Los Trades | 27 |
| Win Rate, % | 37.21 |
| Expectancy per trade | 3.1169 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.34 |
| Position max, % of margin balance | 124.33 |
| Max Drawdown | 730.08 |
| Max Drawdown, % | 50.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1584 |
| Recovery Factor (Total PnL / Max DD) | 0.1476 |
| Sharpe ratio (monthly) | 0.3147 |
| Sortino ratio (monthly) | 0.5313 |
| CAGR, % | 4.33 |
| Calmar ratio (CAGR / Max DD%) | 0.0856 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 13.98 | Fee: 2.53 | Vol: 7042.87
Realized PnL by Symbol
Details
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