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
1557.97
Total PnL
557.97 (55.80%)
Total Trades (Win/Los)
50 (17/33)
Win Rate
34.00%
Max Drawdown
793.76 (47.82%)
Total Fees
12.27
Position avg (max), %
80.74 (117.49)
Profit Factor
1.76
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 | -5.39% | 38.51% | 26.45% | -24.47% | 21.46% | -13.66% | -12.37% | -12.17% | -9.62% | 1.36% | 33.36% | -11.43% | 9.32% |
| 2025 | 9.45% | -12.47% | 8.70% | -5.36% | -10.97% | -1.48% | 18.22% | 9.56% | -0.77% | 0.64% | 18.51% | 1.96% | 35.13% |
| 2026 | 7.17% | 7.22% | -0.64% | -1.40% | -6.27% | 0.01% | — | — | — | — | — | — | 5.53% |
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 | 1557.97 |
| Min balance | 865.97 |
| Max balance | 1771.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.49 |
| Average monthly return (arithmetic), % | 2.47 |
| Best month, % | 38.51 |
| Worst month, % | -24.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 557.97 |
| Total PnL, % | 55.80 |
| Gross profit | 1387.38 |
| Gross loss | 786.85 |
| Trading volume (USDT) | 34107.97 |
| Total transactions (buy/sell) | 53 |
| Total fees | 12.27 |
| Funding net | -30.29 |
| Funding accrued (received) | 43.46 |
| Funding paid | 73.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 17 |
| Los Trades | 33 |
| Win Rate, % | 34.00 |
| Expectancy per trade | 12.0106 |
| Max consecutive wins | 3 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.74 |
| Position max, % of margin balance | 117.49 |
| Max Drawdown | 793.76 |
| Max Drawdown, % | 47.82 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7632 |
| Recovery Factor (Total PnL / Max DD) | 0.7030 |
| Sharpe ratio (monthly) | 0.5907 |
| Sortino ratio (monthly) | 1.1415 |
| CAGR, % | 20.15 |
| Calmar ratio (CAGR / Max DD%) | 0.4214 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 60.50 | Fee: 4.70 | Vol: 13066.30
Realized PnL by Symbol
Details
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