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
1819.99
Total PnL
819.99 (82.00%)
Total Trades (Win/Los)
120 (19/101)
Win Rate
15.83%
Max Drawdown
664.86 (34.06%)
Total Fees
38.68
Position avg (max), %
79.41 (109.73)
Profit Factor
1.92
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 | -4.69% | 35.27% | 29.03% | -25.83% | 22.42% | -9.88% | 8.84% | -9.19% | -9.39% | -2.62% | 34.46% | -11.63% | 41.05% |
| 2025 | 9.58% | 2.51% | 6.84% | -4.34% | -7.84% | -9.59% | 17.78% | 12.76% | -4.09% | -18.24% | 19.66% | 2.06% | 21.67% |
| 2026 | 7.34% | 9.33% | -1.35% | -2.64% | -5.86% | 0.01% | — | — | — | — | — | — | 6.12% |
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 | 1819.99 |
| Min balance | 916.16 |
| Max balance | 2109.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.02 |
| Average monthly return (arithmetic), % | 3.02 |
| Best month, % | 35.27 |
| Worst month, % | -25.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 819.99 |
| Total PnL, % | 82.00 |
| Gross profit | 1878.14 |
| Gross loss | 977.56 |
| Trading volume (USDT) | 107487.80 |
| Total transactions (buy/sell) | 123 |
| Total fees | 38.68 |
| Funding net | -41.91 |
| Funding accrued (received) | 50.65 |
| Funding paid | 92.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 120 |
| Win Trades | 19 |
| Los Trades | 101 |
| Win Rate, % | 15.83 |
| Expectancy per trade | 7.5048 |
| Max consecutive wins | 3 |
| Max consecutive losses | 40 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.41 |
| Position max, % of margin balance | 109.73 |
| Max Drawdown | 664.86 |
| Max Drawdown, % | 34.06 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9212 |
| Recovery Factor (Total PnL / Max DD) | 1.2333 |
| Sharpe ratio (monthly) | 0.7170 |
| Sortino ratio (monthly) | 1.4053 |
| CAGR, % | 28.14 |
| Calmar ratio (CAGR / Max DD%) | 0.8263 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 33.17 | Fee: 8.43 | Vol: 23427.65
Realized PnL by Symbol
Details
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