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
1005.21
Total PnL
5.21 (0.52%)
Total Trades (Win/Los)
28 (13/15)
Win Rate
46.43%
Max Drawdown
764.23 (50.50%)
Total Fees
5.61
Position avg (max), %
81.92 (137.94)
Profit Factor
1.04
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 | -3.52% | 22.01% | 28.36% | -25.68% | 22.67% | -15.98% | -17.07% | -3.04% | -9.83% | -2.47% | 40.54% | -11.92% | 1.31% |
| 2025 | 10.25% | -18.29% | 8.82% | -5.08% | -12.21% | 1.52% | -2.02% | 11.62% | -2.73% | -8.77% | 19.21% | 1.97% | -2.16% |
| 2026 | 7.48% | 7.47% | -0.71% | -4.07% | -7.78% | 0.01% | — | — | — | — | — | — | 1.46% |
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 | 1005.21 |
| Min balance | 749.24 |
| Max balance | 1513.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 40.54 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 5.21 |
| Total PnL, % | 0.52 |
| Gross profit | 704.65 |
| Gross loss | 676.33 |
| Trading volume (USDT) | 15622.56 |
| Total transactions (buy/sell) | 32 |
| Total fees | 5.61 |
| Funding net | -17.50 |
| Funding accrued (received) | 40.24 |
| Funding paid | 57.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 13 |
| Los Trades | 15 |
| Win Rate, % | 46.43 |
| Expectancy per trade | 1.0113 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.92 |
| Position max, % of margin balance | 137.94 |
| Max Drawdown | 764.23 |
| Max Drawdown, % | 50.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0419 |
| Recovery Factor (Total PnL / Max DD) | 0.0068 |
| Sharpe ratio (monthly) | 0.2438 |
| Sortino ratio (monthly) | 0.4197 |
| CAGR, % | 0.22 |
| Calmar ratio (CAGR / Max DD%) | 0.0043 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -155.32 | Fee: 2.16 | Vol: 6021.85
Realized PnL by Symbol
Details
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