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
1119.65
Total PnL
119.65 (11.96%)
Total Trades (Win/Los)
29 (12/17)
Win Rate
41.38%
Max Drawdown
656.54 (45.19%)
Total Fees
5.92
Position avg (max), %
81.15 (128.38)
Profit Factor
1.23
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 | -8.34% | 23.48% | 28.15% | -25.70% | 22.92% | -15.37% | -17.00% | 0.42% | -9.35% | 0.23% | 39.08% | -11.62% | 4.36% |
| 2025 | 9.95% | -17.52% | 9.21% | -5.06% | -12.27% | 1.55% | -0.22% | 11.29% | -2.51% | -7.70% | 19.18% | 2.02% | 1.77% |
| 2026 | 7.36% | 7.35% | -0.64% | -0.45% | -7.48% | 0.01% | — | — | — | — | — | — | 5.49% |
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 | 1119.65 |
| Min balance | 796.16 |
| Max balance | 1452.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 39.08 |
| Worst month, % | -25.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 119.65 |
| Total PnL, % | 11.96 |
| Gross profit | 760.67 |
| Gross loss | 616.36 |
| Trading volume (USDT) | 16477.69 |
| Total transactions (buy/sell) | 33 |
| Total fees | 5.92 |
| Funding net | -18.75 |
| Funding accrued (received) | 40.30 |
| Funding paid | 59.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 12 |
| Los Trades | 17 |
| Win Rate, % | 41.38 |
| Expectancy per trade | 4.9764 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.15 |
| Position max, % of margin balance | 128.38 |
| Max Drawdown | 656.54 |
| Max Drawdown, % | 45.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2341 |
| Recovery Factor (Total PnL / Max DD) | 0.1822 |
| Sharpe ratio (monthly) | 0.3286 |
| Sortino ratio (monthly) | 0.5678 |
| CAGR, % | 4.79 |
| Calmar ratio (CAGR / Max DD%) | 0.1060 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -34.47 | Fee: 2.19 | Vol: 6092.94
Realized PnL by Symbol
Details
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