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
1059.73
Total PnL
59.73 (5.97%)
Total Trades (Win/Los)
30 (13/17)
Win Rate
43.33%
Max Drawdown
802.83 (54.32%)
Total Fees
5.99
Position avg (max), %
85.00 (137.57)
Profit Factor
1.12
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 | -9.93% | 27.59% | 28.38% | -25.78% | 22.90% | -15.05% | -16.67% | 0.34% | -9.32% | -5.22% | 28.18% | -12.35% | -7.68% |
| 2025 | 9.79% | -20.33% | 9.67% | -5.44% | -13.32% | 1.70% | 6.26% | 9.94% | -2.31% | -3.43% | 18.85% | 2.05% | 6.89% |
| 2026 | 7.18% | 7.26% | -0.59% | 0.94% | -6.85% | 0.01% | — | — | — | — | — | — | 7.47% |
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 | 1059.73 |
| Min balance | 675.00 |
| Max balance | 1477.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 1.15 |
| Best month, % | 28.38 |
| Worst month, % | -25.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 59.73 |
| Total PnL, % | 5.97 |
| Gross profit | 791.53 |
| Gross loss | 705.80 |
| Trading volume (USDT) | 16676.06 |
| Total transactions (buy/sell) | 34 |
| Total fees | 5.99 |
| Funding net | -20.01 |
| Funding accrued (received) | 38.96 |
| Funding paid | 58.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 13 |
| Los Trades | 17 |
| Win Rate, % | 43.33 |
| Expectancy per trade | 2.8575 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.00 |
| Position max, % of margin balance | 137.57 |
| Max Drawdown | 802.83 |
| Max Drawdown, % | 54.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1215 |
| Recovery Factor (Total PnL / Max DD) | 0.0744 |
| Sharpe ratio (monthly) | 0.2848 |
| Sortino ratio (monthly) | 0.4628 |
| CAGR, % | 2.43 |
| Calmar ratio (CAGR / Max DD%) | 0.0448 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -178.56 | Fee: 2.13 | Vol: 5926.18
Realized PnL by Symbol
Details
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