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
1070.38
Total PnL
70.38 (7.04%)
Total Trades (Win/Los)
37 (14/23)
Win Rate
37.84%
Max Drawdown
640.20 (48.47%)
Total Fees
7.13
Position avg (max), %
83.06 (125.72)
Profit Factor
1.12
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 | -16.09% | 22.54% | 28.25% | -25.77% | 23.01% | -15.15% | -16.91% | 0.11% | -9.05% | 3.54% | 40.61% | -11.75% | -0.70% |
| 2025 | -1.05% | -16.89% | 9.86% | -5.62% | -13.27% | 1.71% | 5.76% | 12.49% | -1.38% | -7.67% | 19.36% | 1.99% | -0.81% |
| 2026 | 7.53% | 7.51% | -0.72% | 0.80% | -6.03% | 0.01% | — | — | — | — | — | — | 8.74% |
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 | 1070.38 |
| Min balance | 680.71 |
| Max balance | 1320.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.23 |
| Average monthly return (arithmetic), % | 1.26 |
| Best month, % | 40.61 |
| Worst month, % | -25.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 70.38 |
| Total PnL, % | 7.04 |
| Gross profit | 858.96 |
| Gross loss | 765.16 |
| Trading volume (USDT) | 19844.65 |
| Total transactions (buy/sell) | 41 |
| Total fees | 7.13 |
| Funding net | -16.30 |
| Funding accrued (received) | 38.32 |
| Funding paid | 54.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 14 |
| Los Trades | 23 |
| Win Rate, % | 37.84 |
| Expectancy per trade | 2.5352 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.06 |
| Position max, % of margin balance | 125.72 |
| Max Drawdown | 640.20 |
| Max Drawdown, % | 48.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1226 |
| Recovery Factor (Total PnL / Max DD) | 0.1099 |
| Sharpe ratio (monthly) | 0.2964 |
| Sortino ratio (monthly) | 0.5031 |
| CAGR, % | 2.86 |
| Calmar ratio (CAGR / Max DD%) | 0.0589 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -65.96 | Fee: 2.39 | Vol: 6655.57
Realized PnL by Symbol
Details
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