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
1623.49
Total PnL
623.49 (62.35%)
Total Trades (Win/Los)
112 (18/94)
Win Rate
16.07%
Max Drawdown
717.48 (43.23%)
Total Fees
32.92
Position avg (max), %
81.28 (107.92)
Profit Factor
1.70
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 | -5.39% | 38.51% | 26.45% | -24.47% | 21.46% | -9.82% | -9.62% | -11.85% | -8.51% | 1.88% | 37.98% | -10.90% | 25.18% |
| 2025 | 9.22% | -5.91% | 8.26% | -4.46% | -10.23% | -1.51% | 17.67% | 10.18% | 1.12% | -6.13% | 6.04% | 2.56% | 25.78% |
| 2026 | 6.62% | 10.29% | -2.07% | -3.03% | -7.61% | 0.01% | — | — | — | — | — | — | 3.18% |
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 | 1623.49 |
| Min balance | 925.62 |
| Max balance | 1950.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.63 |
| Average monthly return (arithmetic), % | 2.56 |
| Best month, % | 38.51 |
| Worst month, % | -24.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 623.49 |
| Total PnL, % | 62.35 |
| Gross profit | 1666.03 |
| Gross loss | 979.34 |
| Trading volume (USDT) | 91497.79 |
| Total transactions (buy/sell) | 115 |
| Total fees | 32.92 |
| Funding net | -30.28 |
| Funding accrued (received) | 50.95 |
| Funding paid | 81.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 18 |
| Los Trades | 94 |
| Win Rate, % | 16.07 |
| Expectancy per trade | 6.1312 |
| Max consecutive wins | 3 |
| Max consecutive losses | 25 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.28 |
| Position max, % of margin balance | 107.92 |
| Max Drawdown | 717.48 |
| Max Drawdown, % | 43.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7012 |
| Recovery Factor (Total PnL / Max DD) | 0.8690 |
| Sharpe ratio (monthly) | 0.6228 |
| Sortino ratio (monthly) | 1.2887 |
| CAGR, % | 22.22 |
| Calmar ratio (CAGR / Max DD%) | 0.5140 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -159.23 | Fee: 13.01 | Vol: 36163.47
Realized PnL by Symbol
Details
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