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
1022.02
Total PnL
22.02 (2.20%)
Total Trades (Win/Los)
28 (12/16)
Win Rate
42.86%
Max Drawdown
734.12 (49.23%)
Total Fees
5.64
Position avg (max), %
81.83 (135.17)
Profit Factor
1.07
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 | -4.78% | 22.11% | 28.05% | -25.55% | 22.62% | -15.25% | -17.11% | -2.37% | -9.64% | -2.23% | 40.28% | -11.87% | 1.83% |
| 2025 | 10.20% | -18.20% | 8.77% | -5.05% | -11.85% | 1.50% | -2.00% | 11.51% | -2.70% | -8.70% | 19.02% | 1.96% | -1.88% |
| 2026 | 7.42% | 7.41% | -0.71% | -3.51% | -7.44% | 0.01% | — | — | — | — | — | — | 2.34% |
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 | 1022.02 |
| Min balance | 757.23 |
| Max balance | 1491.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.07 |
| Average monthly return (arithmetic), % | 1.06 |
| Best month, % | 40.28 |
| Worst month, % | -25.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 22.02 |
| Total PnL, % | 2.20 |
| Gross profit | 706.33 |
| Gross loss | 660.69 |
| Trading volume (USDT) | 15698.05 |
| Total transactions (buy/sell) | 32 |
| Total fees | 5.64 |
| Funding net | -17.98 |
| Funding accrued (received) | 40.06 |
| Funding paid | 58.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 12 |
| Los Trades | 16 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 1.6298 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.83 |
| Position max, % of margin balance | 135.17 |
| Max Drawdown | 734.12 |
| Max Drawdown, % | 49.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0691 |
| Recovery Factor (Total PnL / Max DD) | 0.0300 |
| Sharpe ratio (monthly) | 0.2551 |
| Sortino ratio (monthly) | 0.4409 |
| CAGR, % | 0.91 |
| Calmar ratio (CAGR / Max DD%) | 0.0184 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -131.77 | Fee: 2.15 | Vol: 5975.20
Realized PnL by Symbol
Details
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