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
1956.64
Total PnL
956.64 (95.66%)
Total Trades (Win/Los)
93 (18/75)
Win Rate
19.35%
Max Drawdown
636.44 (32.17%)
Total Fees
27.24
Position avg (max), %
81.08 (109.02)
Profit Factor
2.09
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 | -2.34% | 34.37% | 28.52% | -25.48% | 22.01% | -9.83% | 5.46% | -7.38% | -9.41% | -8.44% | 36.29% | -11.83% | 34.62% |
| 2025 | 9.73% | -6.07% | 6.11% | 1.87% | -4.24% | -4.93% | 19.95% | 8.21% | 0.27% | -17.14% | 21.05% | 2.19% | 35.31% |
| 2026 | 7.25% | 9.27% | -1.01% | -1.74% | -5.72% | 0.01% | — | — | — | — | — | — | 7.48% |
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 | 1956.64 |
| Min balance | 939.07 |
| Max balance | 2236.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.26 |
| Average monthly return (arithmetic), % | 3.23 |
| Best month, % | 36.29 |
| Worst month, % | -25.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 956.64 |
| Total PnL, % | 95.66 |
| Gross profit | 1982.26 |
| Gross loss | 950.29 |
| Trading volume (USDT) | 75711.87 |
| Total transactions (buy/sell) | 96 |
| Total fees | 27.24 |
| Funding net | -48.08 |
| Funding accrued (received) | 49.33 |
| Funding paid | 97.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 93 |
| Win Trades | 18 |
| Los Trades | 75 |
| Win Rate, % | 19.35 |
| Expectancy per trade | 11.0964 |
| Max consecutive wins | 3 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.08 |
| Position max, % of margin balance | 109.02 |
| Max Drawdown | 636.44 |
| Max Drawdown, % | 32.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0859 |
| Recovery Factor (Total PnL / Max DD) | 1.5031 |
| Sharpe ratio (monthly) | 0.7783 |
| Sortino ratio (monthly) | 1.5764 |
| CAGR, % | 32.04 |
| Calmar ratio (CAGR / Max DD%) | 0.9961 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 46.82 | Fee: 9.51 | Vol: 26427.25
Realized PnL by Symbol
Details
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