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
1355.67
Total PnL
355.67 (35.57%)
Total Trades (Win/Los)
32 (15/17)
Win Rate
46.88%
Max Drawdown
730.51 (48.37%)
Total Fees
6.96
Position avg (max), %
81.34 (134.39)
Profit Factor
1.62
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 | -9.93% | 31.18% | 27.61% | -25.23% | 22.25% | -14.67% | -20.45% | -2.97% | -9.48% | 4.31% | 38.72% | -11.54% | 5.16% |
| 2025 | 9.88% | -17.40% | 9.13% | -5.02% | -12.00% | 1.53% | 6.01% | 11.84% | -2.51% | 0.52% | 18.75% | 2.05% | 18.35% |
| 2026 | 7.18% | 7.35% | -0.61% | 0.81% | -5.47% | 0.01% | — | — | — | — | — | — | 8.99% |
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 | 1355.67 |
| Min balance | 779.65 |
| Max balance | 1513.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.02 |
| Average monthly return (arithmetic), % | 2.06 |
| Best month, % | 38.72 |
| Worst month, % | -25.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 355.67 |
| Total PnL, % | 35.57 |
| Gross profit | 992.99 |
| Gross loss | 611.34 |
| Trading volume (USDT) | 19363.46 |
| Total transactions (buy/sell) | 36 |
| Total fees | 6.96 |
| Funding net | -19.03 |
| Funding accrued (received) | 42.88 |
| Funding paid | 61.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 15 |
| Los Trades | 17 |
| Win Rate, % | 46.88 |
| Expectancy per trade | 11.9265 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.34 |
| Position max, % of margin balance | 134.39 |
| Max Drawdown | 730.51 |
| Max Drawdown, % | 48.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6243 |
| Recovery Factor (Total PnL / Max DD) | 0.4869 |
| Sharpe ratio (monthly) | 0.4833 |
| Sortino ratio (monthly) | 0.8517 |
| CAGR, % | 13.43 |
| Calmar ratio (CAGR / Max DD%) | 0.2776 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 102.63 | Fee: 2.33 | Vol: 6483.27
Realized PnL by Symbol
Details
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