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
1134.22
Total PnL
134.22 (13.42%)
Total Trades (Win/Los)
26 (13/13)
Win Rate
50.00%
Max Drawdown
650.43 (43.33%)
Total Fees
5.62
Position avg (max), %
82.37 (118.95)
Profit Factor
1.30
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% | 21.51% | 27.82% | -25.38% | 22.43% | -9.81% | -9.08% | -7.89% | -8.72% | -1.21% | 41.07% | -11.73% | 16.12% |
| 2025 | 10.34% | -17.86% | 9.12% | -5.70% | -13.63% | 1.73% | -1.93% | 11.12% | -2.53% | -8.39% | 19.03% | 1.94% | -3.26% |
| 2026 | 7.43% | 7.36% | -0.71% | -4.01% | -8.10% | 0.01% | — | — | — | — | — | — | 1.03% |
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 | 1134.22 |
| Min balance | 850.58 |
| Max balance | 1501.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 1.36 |
| Best month, % | 41.07 |
| Worst month, % | -25.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 134.22 |
| Total PnL, % | 13.42 |
| Gross profit | 704.49 |
| Gross loss | 539.94 |
| Trading volume (USDT) | 15648.92 |
| Total transactions (buy/sell) | 30 |
| Total fees | 5.62 |
| Funding net | -24.70 |
| Funding accrued (received) | 41.62 |
| Funding paid | 66.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 13 |
| Los Trades | 13 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 6.3287 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.37 |
| Position max, % of margin balance | 118.95 |
| Max Drawdown | 650.43 |
| Max Drawdown, % | 43.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3047 |
| Recovery Factor (Total PnL / Max DD) | 0.2064 |
| Sharpe ratio (monthly) | 0.3330 |
| Sortino ratio (monthly) | 0.6047 |
| CAGR, % | 5.35 |
| Calmar ratio (CAGR / Max DD%) | 0.1236 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 9.77 | Fee: 1.83 | Vol: 5103.04
Realized PnL by Symbol
Details
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