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
1178.05
Total PnL
178.05 (17.81%)
Total Trades (Win/Los)
44 (16/28)
Win Rate
36.36%
Max Drawdown
803.97 (51.35%)
Total Fees
8.94
Position avg (max), %
81.51 (124.07)
Profit Factor
1.25
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 | -11.36% | 39.28% | 26.61% | -24.55% | 21.50% | -14.30% | -18.86% | -2.41% | -8.37% | -2.86% | 30.95% | -12.54% | -0.87% |
| 2025 | 10.89% | -19.35% | 8.81% | -5.00% | -10.62% | 1.51% | 7.91% | 12.38% | -0.66% | -9.66% | 19.47% | 1.98% | 11.21% |
| 2026 | 3.94% | 9.04% | -1.05% | 0.52% | -5.16% | 0.01% | — | — | — | — | — | — | 6.93% |
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 | 1178.05 |
| Min balance | 761.55 |
| Max balance | 1565.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.55 |
| Average monthly return (arithmetic), % | 1.60 |
| Best month, % | 39.28 |
| Worst month, % | -24.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 178.05 |
| Total PnL, % | 17.81 |
| Gross profit | 1040.72 |
| Gross loss | 831.08 |
| Trading volume (USDT) | 24872.76 |
| Total transactions (buy/sell) | 48 |
| Total fees | 8.94 |
| Funding net | -22.64 |
| Funding accrued (received) | 39.88 |
| Funding paid | 62.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 16 |
| Los Trades | 28 |
| Win Rate, % | 36.36 |
| Expectancy per trade | 4.7644 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.51 |
| Position max, % of margin balance | 124.07 |
| Max Drawdown | 803.97 |
| Max Drawdown, % | 51.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2522 |
| Recovery Factor (Total PnL / Max DD) | 0.2215 |
| Sharpe ratio (monthly) | 0.3725 |
| Sortino ratio (monthly) | 0.6528 |
| CAGR, % | 7.02 |
| Calmar ratio (CAGR / Max DD%) | 0.1367 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 94.38 | Fee: 2.21 | Vol: 6163.11
Realized PnL by Symbol
Details
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