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
1249.57
Total PnL
249.57 (24.96%)
Total Trades (Win/Los)
42 (16/26)
Win Rate
38.10%
Max Drawdown
852.00 (53.87%)
Total Fees
8.69
Position avg (max), %
80.84 (121.52)
Profit Factor
1.39
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 | -10.79% | 39.35% | 27.04% | -24.78% | 21.67% | -14.13% | -16.99% | -0.94% | -8.60% | -11.01% | 32.77% | -12.45% | -3.52% |
| 2025 | 10.76% | -19.12% | 9.32% | -5.34% | -10.85% | -3.22% | 17.37% | 10.27% | -1.74% | -1.06% | 16.91% | 1.91% | 19.90% |
| 2026 | 6.46% | 6.58% | -0.49% | 0.89% | -5.14% | 0.01% | — | — | — | — | — | — | 8.08% |
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 | 1249.57 |
| Min balance | 729.68 |
| Max balance | 1581.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.75 |
| Average monthly return (arithmetic), % | 1.82 |
| Best month, % | 39.35 |
| Worst month, % | -24.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 249.57 |
| Total PnL, % | 24.96 |
| Gross profit | 1024.75 |
| Gross loss | 738.22 |
| Trading volume (USDT) | 24183.00 |
| Total transactions (buy/sell) | 48 |
| Total fees | 8.69 |
| Funding net | -28.27 |
| Funding accrued (received) | 36.93 |
| Funding paid | 65.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 16 |
| Los Trades | 26 |
| Win Rate, % | 38.10 |
| Expectancy per trade | 6.8220 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.84 |
| Position max, % of margin balance | 121.52 |
| Max Drawdown | 852.00 |
| Max Drawdown, % | 53.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3881 |
| Recovery Factor (Total PnL / Max DD) | 0.2929 |
| Sharpe ratio (monthly) | 0.4183 |
| Sortino ratio (monthly) | 0.7503 |
| CAGR, % | 9.67 |
| Calmar ratio (CAGR / Max DD%) | 0.1794 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 48.13 | Fee: 2.31 | Vol: 6428.46
Realized PnL by Symbol
Details
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