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
1155.25
Total PnL
155.25 (15.52%)
Total Trades (Win/Los)
26 (13/13)
Win Rate
50.00%
Max Drawdown
615.91 (42.75%)
Total Fees
5.49
Position avg (max), %
80.61 (119.14)
Profit Factor
1.33
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 | -3.54% | 18.47% | 25.87% | -24.31% | 21.62% | -9.55% | -10.53% | -6.35% | -8.98% | -1.25% | 42.45% | -12.01% | 13.09% |
| 2025 | 10.62% | -18.39% | 8.99% | -5.92% | -14.41% | 1.51% | -2.31% | 11.84% | -1.61% | -3.01% | 18.24% | 1.96% | 1.09% |
| 2026 | 7.01% | 7.03% | -0.59% | -3.65% | -7.84% | 0.01% | — | — | — | — | — | — | 1.12% |
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 | 1155.25 |
| Min balance | 824.79 |
| Max balance | 1440.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.48 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 42.45 |
| Worst month, % | -24.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 155.25 |
| Total PnL, % | 15.52 |
| Gross profit | 722.09 |
| Gross loss | 540.98 |
| Trading volume (USDT) | 15280.58 |
| Total transactions (buy/sell) | 30 |
| Total fees | 5.49 |
| Funding net | -20.38 |
| Funding accrued (received) | 41.45 |
| Funding paid | 61.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 13 |
| Los Trades | 13 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 6.9657 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.61 |
| Position max, % of margin balance | 119.14 |
| Max Drawdown | 615.91 |
| Max Drawdown, % | 42.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3348 |
| Recovery Factor (Total PnL / Max DD) | 0.2521 |
| Sharpe ratio (monthly) | 0.3456 |
| Sortino ratio (monthly) | 0.6268 |
| CAGR, % | 6.16 |
| Calmar ratio (CAGR / Max DD%) | 0.1441 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -8.18 | Fee: 1.81 | Vol: 5040.94
Realized PnL by Symbol
Details
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