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
1079.01
Total PnL
79.01 (7.90%)
Total Trades (Win/Los)
28 (13/15)
Win Rate
46.43%
Max Drawdown
739.95 (48.89%)
Total Fees
5.75
Position avg (max), %
81.01 (136.22)
Profit Factor
1.15
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 | -3.52% | 22.01% | 28.36% | -25.68% | 22.67% | -15.25% | -16.92% | -3.01% | -9.73% | -2.32% | 40.00% | -11.81% | 2.41% |
| 2025 | 10.14% | -18.00% | 9.16% | -4.96% | -12.46% | 1.56% | -2.45% | 11.50% | -1.67% | -3.41% | 18.02% | 1.99% | 3.58% |
| 2026 | 6.86% | 6.96% | -0.54% | -3.20% | -7.53% | 0.01% | — | — | — | — | — | — | 1.77% |
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 | 1079.01 |
| Min balance | 773.52 |
| Max balance | 1513.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.26 |
| Average monthly return (arithmetic), % | 1.23 |
| Best month, % | 40.00 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 79.01 |
| Total PnL, % | 7.90 |
| Gross profit | 776.27 |
| Gross loss | 675.18 |
| Trading volume (USDT) | 16010.57 |
| Total transactions (buy/sell) | 32 |
| Total fees | 5.75 |
| Funding net | -16.34 |
| Funding accrued (received) | 41.21 |
| Funding paid | 57.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 13 |
| Los Trades | 15 |
| Win Rate, % | 46.43 |
| Expectancy per trade | 3.6105 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.01 |
| Position max, % of margin balance | 136.22 |
| Max Drawdown | 739.95 |
| Max Drawdown, % | 48.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1497 |
| Recovery Factor (Total PnL / Max DD) | 0.1068 |
| Sharpe ratio (monthly) | 0.2970 |
| Sortino ratio (monthly) | 0.5162 |
| CAGR, % | 3.20 |
| Calmar ratio (CAGR / Max DD%) | 0.0654 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -119.98 | Fee: 2.22 | Vol: 6180.43
Realized PnL by Symbol
Details
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