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
1006.12
Total PnL
6.12 (0.61%)
Total Trades (Win/Los)
24 (12/12)
Win Rate
50.00%
Max Drawdown
757.85 (50.49%)
Total Fees
4.90
Position avg (max), %
83.64 (135.96)
Profit Factor
1.06
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% | 21.51% | 27.82% | -25.38% | 22.43% | -9.81% | -9.08% | -7.89% | -8.72% | -4.72% | 30.88% | -12.50% | 2.99% |
| 2025 | 10.35% | -21.00% | 9.44% | -5.10% | -13.18% | 1.62% | -2.54% | 10.07% | -0.41% | -7.13% | 19.19% | 1.97% | -3.67% |
| 2026 | 7.48% | 7.46% | -0.71% | -4.07% | -7.78% | 0.01% | — | — | — | — | — | — | 1.46% |
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 | 1006.12 |
| Min balance | 743.17 |
| Max balance | 1501.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 0.89 |
| Best month, % | 30.88 |
| Worst month, % | -25.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 6.12 |
| Total PnL, % | 0.61 |
| Gross profit | 636.75 |
| Gross loss | 600.12 |
| Trading volume (USDT) | 13647.59 |
| Total transactions (buy/sell) | 28 |
| Total fees | 4.90 |
| Funding net | -25.60 |
| Funding accrued (received) | 37.93 |
| Funding paid | 63.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 12 |
| Los Trades | 12 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 1.5260 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.64 |
| Position max, % of margin balance | 135.96 |
| Max Drawdown | 757.85 |
| Max Drawdown, % | 50.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0610 |
| Recovery Factor (Total PnL / Max DD) | 0.0081 |
| Sharpe ratio (monthly) | 0.2302 |
| Sortino ratio (monthly) | 0.3847 |
| CAGR, % | 0.25 |
| Calmar ratio (CAGR / Max DD%) | 0.0050 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -140.32 | Fee: 1.71 | Vol: 4753.50
Realized PnL by Symbol
Details
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