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
1135.54
Total PnL
135.54 (13.55%)
Total Trades (Win/Los)
30 (13/17)
Win Rate
43.33%
Max Drawdown
731.97 (49.53%)
Total Fees
6.19
Position avg (max), %
81.95 (123.92)
Profit Factor
1.25
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 | -9.93% | 27.59% | 28.38% | -25.78% | 22.90% | -15.05% | -16.67% | 3.30% | -8.88% | -4.38% | 32.10% | -11.92% | -0.23% |
| 2025 | 9.48% | -19.26% | 9.13% | -5.24% | -12.32% | 1.57% | 5.89% | 9.71% | -1.96% | -4.47% | 17.97% | 1.99% | 6.56% |
| 2026 | 6.85% | 6.95% | -0.54% | 0.92% | -6.83% | 0.01% | — | — | — | — | — | — | 6.88% |
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 | 1135.54 |
| Min balance | 745.86 |
| Max balance | 1477.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.43 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 32.10 |
| Worst month, % | -25.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 135.54 |
| Total PnL, % | 13.55 |
| Gross profit | 809.28 |
| Gross loss | 646.36 |
| Trading volume (USDT) | 17245.10 |
| Total transactions (buy/sell) | 34 |
| Total fees | 6.19 |
| Funding net | -21.18 |
| Funding accrued (received) | 39.17 |
| Funding paid | 60.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 13 |
| Los Trades | 17 |
| Win Rate, % | 43.33 |
| Expectancy per trade | 5.4307 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.95 |
| Position max, % of margin balance | 123.92 |
| Max Drawdown | 731.97 |
| Max Drawdown, % | 49.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2521 |
| Recovery Factor (Total PnL / Max DD) | 0.1852 |
| Sharpe ratio (monthly) | 0.3409 |
| Sortino ratio (monthly) | 0.5690 |
| CAGR, % | 5.40 |
| Calmar ratio (CAGR / Max DD%) | 0.1091 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -95.34 | Fee: 2.21 | Vol: 6151.58
Realized PnL by Symbol
Details
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