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
1079.99
Total PnL
79.99 (8.00%)
Total Trades (Win/Los)
42 (16/26)
Win Rate
38.10%
Max Drawdown
902.12 (57.04%)
Total Fees
8.36
Position avg (max), %
83.54 (126.30)
Profit Factor
1.15
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 | -10.79% | 39.35% | 27.04% | -24.78% | 21.67% | -14.38% | -19.42% | -2.42% | -9.02% | -12.67% | 33.51% | -12.81% | -10.00% |
| 2025 | 11.08% | -20.33% | 8.97% | -5.34% | -10.87% | -3.10% | 15.85% | 10.16% | -1.78% | -7.90% | 18.72% | 2.04% | 10.27% |
| 2026 | 7.14% | 7.22% | -0.59% | 0.93% | -5.53% | 0.01% | — | — | — | — | — | — | 8.90% |
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 | 1079.99 |
| Min balance | 679.57 |
| Max balance | 1581.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.26 |
| Average monthly return (arithmetic), % | 1.40 |
| Best month, % | 39.35 |
| Worst month, % | -24.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 79.99 |
| Total PnL, % | 8.00 |
| Gross profit | 907.83 |
| Gross loss | 791.40 |
| Trading volume (USDT) | 23279.64 |
| Total transactions (buy/sell) | 48 |
| Total fees | 8.36 |
| Funding net | -28.09 |
| Funding accrued (received) | 35.39 |
| Funding paid | 63.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 16 |
| Los Trades | 26 |
| Win Rate, % | 38.10 |
| Expectancy per trade | 2.7722 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.54 |
| Position max, % of margin balance | 126.30 |
| Max Drawdown | 902.12 |
| Max Drawdown, % | 57.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1471 |
| Recovery Factor (Total PnL / Max DD) | 0.0887 |
| Sharpe ratio (monthly) | 0.3123 |
| Sortino ratio (monthly) | 0.5426 |
| CAGR, % | 3.24 |
| Calmar ratio (CAGR / Max DD%) | 0.0568 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 4.98 | Fee: 2.16 | Vol: 6011.54
Realized PnL by Symbol
Details
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