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
1028.15
Total PnL
28.15 (2.81%)
Total Trades (Win/Los)
24 (12/12)
Win Rate
50.00%
Max Drawdown
744.22 (49.17%)
Total Fees
5.01
Position avg (max), %
82.95 (131.96)
Profit Factor
1.10
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 | -3.52% | 22.01% | 28.36% | -25.68% | 22.67% | -13.06% | -4.01% | -7.51% | -8.55% | -4.70% | 29.97% | -12.22% | 5.72% |
| 2025 | 10.09% | -20.33% | 9.40% | -5.16% | -12.81% | 1.59% | -2.84% | 9.75% | -0.40% | -6.92% | 18.59% | 1.92% | -3.68% |
| 2026 | 7.28% | 7.28% | -0.70% | -3.97% | -7.96% | 0.01% | — | — | — | — | — | — | 1.03% |
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 | 1028.15 |
| Min balance | 769.25 |
| Max balance | 1513.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.95 |
| Best month, % | 29.97 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 28.15 |
| Total PnL, % | 2.81 |
| Gross profit | 653.95 |
| Gross loss | 595.83 |
| Trading volume (USDT) | 13962.37 |
| Total transactions (buy/sell) | 28 |
| Total fees | 5.01 |
| Funding net | -24.95 |
| Funding accrued (received) | 38.99 |
| Funding paid | 63.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 12 |
| Los Trades | 12 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 2.4216 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.95 |
| Position max, % of margin balance | 131.96 |
| Max Drawdown | 744.22 |
| Max Drawdown, % | 49.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0975 |
| Recovery Factor (Total PnL / Max DD) | 0.0378 |
| Sharpe ratio (monthly) | 0.2480 |
| Sortino ratio (monthly) | 0.4150 |
| CAGR, % | 1.16 |
| Calmar ratio (CAGR / Max DD%) | 0.0235 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -139.05 | Fee: 1.74 | Vol: 4842.49
Realized PnL by Symbol
Details
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