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
1481.48
Total PnL
481.48 (48.15%)
Total Trades (Win/Los)
138 (16/122)
Win Rate
11.59%
Max Drawdown
663.88 (38.22%)
Total Fees
39.10
Position avg (max), %
84.64 (121.20)
Profit Factor
1.65
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 | -1.85% | 38.29% | 27.79% | -25.15% | 21.87% | -12.23% | -9.22% | -0.75% | -5.27% | -6.37% | 37.69% | -11.50% | 35.23% |
| 2025 | 9.38% | -9.88% | 6.36% | 1.95% | -4.40% | -9.04% | 15.39% | 10.67% | -0.14% | -21.16% | 2.86% | 1.94% | -2.02% |
| 2026 | 12.91% | 9.36% | -1.14% | 0.21% | -8.55% | 0.01% | — | — | — | — | — | — | 11.87% |
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 | 1481.48 |
| Min balance | 959.42 |
| Max balance | 1814.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.32 |
| Average monthly return (arithmetic), % | 2.33 |
| Best month, % | 38.29 |
| Worst month, % | -25.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 481.48 |
| Total PnL, % | 48.15 |
| Gross profit | 1454.99 |
| Gross loss | 880.68 |
| Trading volume (USDT) | 108639.13 |
| Total transactions (buy/sell) | 141 |
| Total fees | 39.10 |
| Funding net | -53.73 |
| Funding accrued (received) | 43.56 |
| Funding paid | 97.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 138 |
| Win Trades | 16 |
| Los Trades | 122 |
| Win Rate, % | 11.59 |
| Expectancy per trade | 4.1617 |
| Max consecutive wins | 3 |
| Max consecutive losses | 40 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.64 |
| Position max, % of margin balance | 121.20 |
| Max Drawdown | 663.88 |
| Max Drawdown, % | 38.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6521 |
| Recovery Factor (Total PnL / Max DD) | 0.7253 |
| Sharpe ratio (monthly) | 0.5487 |
| Sortino ratio (monthly) | 1.0460 |
| CAGR, % | 17.68 |
| Calmar ratio (CAGR / Max DD%) | 0.4625 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -44.13 | Fee: 9.90 | Vol: 27523.85
Realized PnL by Symbol
Details
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