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
1623.59
Total PnL
623.59 (62.36%)
Total Trades (Win/Los)
68 (18/50)
Win Rate
26.47%
Max Drawdown
745.43 (44.91%)
Total Fees
17.27
Position avg (max), %
83.98 (121.67)
Profit Factor
1.78
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 | -5.39% | 38.51% | 26.45% | -24.47% | 21.46% | -12.44% | -9.77% | -12.43% | -7.28% | 2.26% | 36.21% | -10.99% | 20.89% |
| 2025 | 9.59% | -10.54% | 9.58% | -5.31% | -11.64% | -1.68% | 18.10% | 13.11% | -4.88% | -16.28% | 24.97% | 2.61% | 20.57% |
| 2026 | 7.86% | 10.39% | -2.43% | 0.75% | -4.79% | 0.01% | — | — | — | — | — | — | 11.46% |
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 | 1623.59 |
| Min balance | 914.30 |
| Max balance | 1829.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.63 |
| Average monthly return (arithmetic), % | 2.72 |
| Best month, % | 38.51 |
| Worst month, % | -24.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 623.59 |
| Total PnL, % | 62.36 |
| Gross profit | 1524.66 |
| Gross loss | 858.04 |
| Trading volume (USDT) | 48019.42 |
| Total transactions (buy/sell) | 71 |
| Total fees | 17.27 |
| Funding net | -25.75 |
| Funding accrued (received) | 51.62 |
| Funding paid | 77.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 18 |
| Los Trades | 50 |
| Win Rate, % | 26.47 |
| Expectancy per trade | 9.8032 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.98 |
| Position max, % of margin balance | 121.67 |
| Max Drawdown | 745.43 |
| Max Drawdown, % | 44.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7769 |
| Recovery Factor (Total PnL / Max DD) | 0.8366 |
| Sharpe ratio (monthly) | 0.6155 |
| Sortino ratio (monthly) | 1.2152 |
| CAGR, % | 22.23 |
| Calmar ratio (CAGR / Max DD%) | 0.4949 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -28.26 | Fee: 4.12 | Vol: 11461.73
Realized PnL by Symbol
Details
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