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
1374.65
Total PnL
374.65 (37.47%)
Total Trades (Win/Los)
32 (14/18)
Win Rate
43.75%
Max Drawdown
621.27 (42.04%)
Total Fees
7.26
Position avg (max), %
83.07 (120.92)
Profit Factor
1.64
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 | -9.93% | 27.59% | 28.38% | -25.78% | 22.90% | -15.05% | -16.67% | 3.30% | -8.84% | 3.72% | 38.38% | -11.72% | 13.69% |
| 2025 | 9.82% | -17.23% | 9.29% | -5.80% | -13.42% | 1.75% | 6.42% | 11.73% | -1.13% | -7.23% | 20.54% | 2.08% | 10.63% |
| 2026 | 7.95% | 7.95% | -0.78% | 0.66% | -6.05% | 0.01% | — | — | — | — | — | — | 9.37% |
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 | 1374.65 |
| Min balance | 856.56 |
| Max balance | 1544.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.07 |
| Average monthly return (arithmetic), % | 2.10 |
| Best month, % | 38.38 |
| Worst month, % | -25.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 374.65 |
| Total PnL, % | 37.47 |
| Gross profit | 1024.26 |
| Gross loss | 625.15 |
| Trading volume (USDT) | 20204.14 |
| Total transactions (buy/sell) | 36 |
| Total fees | 7.26 |
| Funding net | -17.20 |
| Funding accrued (received) | 46.68 |
| Funding paid | 63.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 14 |
| Los Trades | 18 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 12.4722 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.07 |
| Position max, % of margin balance | 120.92 |
| Max Drawdown | 621.27 |
| Max Drawdown, % | 42.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6384 |
| Recovery Factor (Total PnL / Max DD) | 0.6030 |
| Sharpe ratio (monthly) | 0.4947 |
| Sortino ratio (monthly) | 0.8709 |
| CAGR, % | 14.08 |
| Calmar ratio (CAGR / Max DD%) | 0.3350 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 72.34 | Fee: 2.38 | Vol: 6620.25
Realized PnL by Symbol
Details
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