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
1920.69
Total PnL
920.69 (92.07%)
Total Trades (Win/Los)
66 (18/48)
Win Rate
27.27%
Max Drawdown
688.11 (41.46%)
Total Fees
19.26
Position avg (max), %
81.37 (121.21)
Profit Factor
2.20
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 | -5.39% | 38.51% | 26.45% | -24.47% | 21.46% | -9.82% | -9.58% | -11.14% | -7.58% | 2.01% | 36.43% | -11.16% | 25.87% |
| 2025 | 9.50% | -10.78% | 9.77% | -5.25% | -11.46% | -1.71% | 17.45% | 10.05% | -0.20% | 3.76% | 18.76% | 1.98% | 43.35% |
| 2026 | 5.30% | 9.07% | -2.05% | 1.02% | -6.29% | 0.01% | — | — | — | — | — | — | 6.51% |
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 | 1920.69 |
| Min balance | 925.62 |
| Max balance | 2188.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.20 |
| Average monthly return (arithmetic), % | 3.16 |
| Best month, % | 38.51 |
| Worst month, % | -24.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 920.69 |
| Total PnL, % | 92.07 |
| Gross profit | 1774.68 |
| Gross loss | 807.24 |
| Trading volume (USDT) | 53540.77 |
| Total transactions (buy/sell) | 69 |
| Total fees | 19.26 |
| Funding net | -27.48 |
| Funding accrued (received) | 53.14 |
| Funding paid | 80.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 66 |
| Win Trades | 18 |
| Los Trades | 48 |
| Win Rate, % | 27.27 |
| Expectancy per trade | 14.6581 |
| Max consecutive wins | 3 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.37 |
| Position max, % of margin balance | 121.21 |
| Max Drawdown | 688.11 |
| Max Drawdown, % | 41.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1984 |
| Recovery Factor (Total PnL / Max DD) | 1.3380 |
| Sharpe ratio (monthly) | 0.7609 |
| Sortino ratio (monthly) | 1.5757 |
| CAGR, % | 31.03 |
| Calmar ratio (CAGR / Max DD%) | 0.7485 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 144.76 | Fee: 5.33 | Vol: 14828.10
Realized PnL by Symbol
Details
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