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
1594.88
Total PnL
594.88 (59.49%)
Total Trades (Win/Los)
38 (16/22)
Win Rate
42.11%
Max Drawdown
730.90 (44.04%)
Total Fees
9.37
Position avg (max), %
81.70 (127.88)
Profit Factor
1.90
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% | -13.91% | -13.66% | -1.07% | -8.90% | -2.67% | 33.29% | -12.34% | 15.81% |
| 2025 | 10.68% | -15.08% | 8.82% | -5.53% | -10.70% | -1.66% | 17.03% | 9.53% | -1.40% | -1.73% | 17.82% | 1.96% | 26.61% |
| 2026 | 6.86% | 6.98% | -0.57% | 0.95% | -5.16% | 0.01% | — | — | — | — | — | — | 8.84% |
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 | 1594.88 |
| Min balance | 925.62 |
| Max balance | 1774.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.57 |
| Average monthly return (arithmetic), % | 2.54 |
| Best month, % | 38.51 |
| Worst month, % | -24.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 594.88 |
| Total PnL, % | 59.49 |
| Gross profit | 1340.41 |
| Gross loss | 705.10 |
| Trading volume (USDT) | 26082.44 |
| Total transactions (buy/sell) | 41 |
| Total fees | 9.37 |
| Funding net | -31.06 |
| Funding accrued (received) | 45.15 |
| Funding paid | 76.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 16 |
| Los Trades | 22 |
| Win Rate, % | 42.11 |
| Expectancy per trade | 16.7188 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.70 |
| Position max, % of margin balance | 127.88 |
| Max Drawdown | 730.90 |
| Max Drawdown, % | 44.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9010 |
| Recovery Factor (Total PnL / Max DD) | 0.8139 |
| Sharpe ratio (monthly) | 0.6112 |
| Sortino ratio (monthly) | 1.1835 |
| CAGR, % | 21.33 |
| Calmar ratio (CAGR / Max DD%) | 0.4843 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 195.38 | Fee: 2.67 | Vol: 7439.78
Realized PnL by Symbol
Details
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