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
1152.29
Total PnL
152.29 (15.23%)
Total Trades (Win/Los)
32 (13/19)
Win Rate
40.63%
Max Drawdown
656.54 (45.04%)
Total Fees
6.65
Position avg (max), %
81.18 (127.60)
Profit Factor
1.26
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 | -7.85% | 23.35% | 28.03% | -25.61% | 22.81% | -15.31% | -16.92% | 0.42% | -9.30% | 0.23% | 38.86% | -11.57% | 4.85% |
| 2025 | 9.91% | -17.44% | 9.16% | -5.04% | -12.21% | 1.54% | 2.87% | 11.94% | -1.15% | -11.63% | 19.93% | 2.01% | 3.17% |
| 2026 | 7.71% | 7.62% | -0.73% | 0.74% | -8.07% | 0.01% | — | — | — | — | — | — | 6.59% |
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 | 1152.29 |
| Min balance | 801.07 |
| Max balance | 1457.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.48 |
| Average monthly return (arithmetic), % | 1.48 |
| Best month, % | 38.86 |
| Worst month, % | -25.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 152.29 |
| Total PnL, % | 15.23 |
| Gross profit | 855.31 |
| Gross loss | 678.87 |
| Trading volume (USDT) | 18501.57 |
| Total transactions (buy/sell) | 36 |
| Total fees | 6.65 |
| Funding net | -17.51 |
| Funding accrued (received) | 41.53 |
| Funding paid | 59.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 13 |
| Los Trades | 19 |
| Win Rate, % | 40.63 |
| Expectancy per trade | 5.5137 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.18 |
| Position max, % of margin balance | 127.60 |
| Max Drawdown | 656.54 |
| Max Drawdown, % | 45.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2599 |
| Recovery Factor (Total PnL / Max DD) | 0.2320 |
| Sharpe ratio (monthly) | 0.3532 |
| Sortino ratio (monthly) | 0.6056 |
| CAGR, % | 6.05 |
| Calmar ratio (CAGR / Max DD%) | 0.1342 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -35.06 | Fee: 2.22 | Vol: 6180.45
Realized PnL by Symbol
Details
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