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
2485.51
Total PnL
1485.51 (148.55%)
Total Trades (Win/Los)
54 (14/40)
Win Rate
25.93%
Max Drawdown
645.72 (27.83%)
Total Fees
17.67
Position avg (max), %
79.87 (107.96)
Profit Factor
3.32
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 | -3.15% | 38.51% | 27.55% | -25.05% | 21.84% | -9.65% | 1.51% | -0.41% | -4.65% | -0.64% | 37.43% | -11.57% | 64.33% |
| 2025 | 9.95% | -7.91% | 6.03% | 2.52% | -3.74% | -7.62% | 19.85% | 7.43% | 0.66% | -14.43% | 20.98% | 2.19% | 34.19% |
| 2026 | 7.93% | 7.94% | -0.69% | 0.19% | -2.73% | 0.01% | — | — | — | — | — | — | 12.76% |
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 | 2485.51 |
| Min balance | 946.82 |
| Max balance | 2687.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.08 |
| Average monthly return (arithmetic), % | 4.01 |
| Best month, % | 38.51 |
| Worst month, % | -25.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1485.51 |
| Total PnL, % | 148.55 |
| Gross profit | 2231.24 |
| Gross loss | 672.82 |
| Trading volume (USDT) | 49134.25 |
| Total transactions (buy/sell) | 57 |
| Total fees | 17.67 |
| Funding net | -55.24 |
| Funding accrued (received) | 54.43 |
| Funding paid | 109.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 14 |
| Los Trades | 40 |
| Win Rate, % | 25.93 |
| Expectancy per trade | 28.8596 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.87 |
| Position max, % of margin balance | 107.96 |
| Max Drawdown | 645.72 |
| Max Drawdown, % | 27.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.3162 |
| Recovery Factor (Total PnL / Max DD) | 2.3005 |
| Sharpe ratio (monthly) | 0.9789 |
| Sortino ratio (monthly) | 2.1629 |
| CAGR, % | 45.80 |
| Calmar ratio (CAGR / Max DD%) | 1.6457 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 267.68 | Fee: 8.21 | Vol: 22828.46
Realized PnL by Symbol
Details
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