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
1217.42
Total PnL
217.42 (21.74%)
Total Trades (Win/Los)
44 (17/27)
Win Rate
38.64%
Max Drawdown
811.51 (51.31%)
Total Fees
9.07
Position avg (max), %
81.30 (132.42)
Profit Factor
1.32
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 | -10.79% | 39.35% | 27.04% | -24.78% | 21.67% | -14.38% | -18.24% | -2.34% | -8.95% | -2.83% | 30.64% | -12.44% | -0.01% |
| 2025 | 10.80% | -19.20% | 8.73% | -4.95% | -10.52% | 1.49% | 7.83% | 11.94% | -2.66% | -4.26% | 18.30% | 1.96% | 14.00% |
| 2026 | 3.85% | 8.94% | -1.01% | 0.51% | -5.07% | 0.01% | — | — | — | — | — | — | 6.86% |
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 | 1217.42 |
| Min balance | 770.17 |
| Max balance | 1581.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.66 |
| Average monthly return (arithmetic), % | 1.69 |
| Best month, % | 39.35 |
| Worst month, % | -24.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 217.42 |
| Total PnL, % | 21.74 |
| Gross profit | 1031.59 |
| Gross loss | 781.63 |
| Trading volume (USDT) | 25259.28 |
| Total transactions (buy/sell) | 50 |
| Total fees | 9.07 |
| Funding net | -23.47 |
| Funding accrued (received) | 40.07 |
| Funding paid | 63.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 17 |
| Los Trades | 27 |
| Win Rate, % | 38.64 |
| Expectancy per trade | 5.6809 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.30 |
| Position max, % of margin balance | 132.42 |
| Max Drawdown | 811.51 |
| Max Drawdown, % | 51.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3198 |
| Recovery Factor (Total PnL / Max DD) | 0.2679 |
| Sharpe ratio (monthly) | 0.3969 |
| Sortino ratio (monthly) | 0.7030 |
| CAGR, % | 8.49 |
| Calmar ratio (CAGR / Max DD%) | 0.1654 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 113.06 | Fee: 2.26 | Vol: 6289.43
Realized PnL by Symbol
Details
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