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
1134.58
Total PnL
134.58 (13.46%)
Total Trades (Win/Los)
112 (18/94)
Win Rate
16.07%
Max Drawdown
803.32 (46.79%)
Total Fees
26.12
Position avg (max), %
83.77 (119.13)
Profit Factor
1.19
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 | -2.85% | 38.38% | 27.49% | -25.00% | 21.79% | -12.20% | -9.87% | -12.74% | -8.20% | -3.90% | 38.82% | -11.57% | 17.06% |
| 2025 | 9.86% | -9.00% | 8.51% | -4.75% | -9.81% | -12.59% | 14.72% | 9.43% | -0.35% | -12.17% | 1.26% | 2.77% | -6.86% |
| 2026 | 5.15% | 8.98% | -1.94% | 1.44% | -8.67% | 0.01% | — | — | — | — | — | — | 4.12% |
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 | 1134.58 |
| Min balance | 913.40 |
| Max balance | 1716.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 1.43 |
| Best month, % | 38.82 |
| Worst month, % | -25.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 134.58 |
| Total PnL, % | 13.46 |
| Gross profit | 1249.19 |
| Gross loss | 1050.42 |
| Trading volume (USDT) | 72571.72 |
| Total transactions (buy/sell) | 115 |
| Total fees | 26.12 |
| Funding net | -38.07 |
| Funding accrued (received) | 40.60 |
| Funding paid | 78.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 18 |
| Los Trades | 94 |
| Win Rate, % | 16.07 |
| Expectancy per trade | 1.7747 |
| Max consecutive wins | 3 |
| Max consecutive losses | 16 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.77 |
| Position max, % of margin balance | 119.13 |
| Max Drawdown | 803.32 |
| Max Drawdown, % | 46.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1892 |
| Recovery Factor (Total PnL / Max DD) | 0.1675 |
| Sharpe ratio (monthly) | 0.3351 |
| Sortino ratio (monthly) | 0.6334 |
| CAGR, % | 5.37 |
| Calmar ratio (CAGR / Max DD%) | 0.1147 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -202.98 | Fee: 10.99 | Vol: 30523.77
Realized PnL by Symbol
Details
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