hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1061.75
Total PnL
61.75 (6.18%)
Total Trades (Win/Los)
59 (37/22)
Win Rate
62.71%
Max Drawdown
300.87 (28.58%)
Total Fees
23.31
Position avg (max), %
13.69 (119.08)
Profit Factor
1.10
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 | 1.57% | 1.03% | 0.28% | -15.92% | 3.79% | -0.38% | -5.11% | -6.71% | 4.04% | -0.11% | 8.18% | 4.25% | -7.17% |
| 2025 | -3.99% | 0.93% | 0.47% | 0.04% | 4.19% | 0.16% | 4.59% | 0.68% | 3.92% | -8.69% | 0.92% | 2.45% | 5.01% |
| 2026 | 4.12% | 0.49% | 7.77% | 5.55% | -8.48% | 0.00% | — | — | — | — | — | — | 8.93% |
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 | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1061.75 |
| Min balance | 751.68 |
| Max balance | 1176.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.33 |
| Best month, % | 8.18 |
| Worst month, % | -15.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 61.75 |
| Total PnL, % | 6.18 |
| Gross profit | 966.55 |
| Gross loss | 881.86 |
| Trading volume (USDT) | 65380.35 |
| Total transactions (buy/sell) | 61 |
| Total fees | 23.31 |
| Funding net | 0.38 |
| Funding accrued (received) | 7.94 |
| Funding paid | 7.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 37 |
| Los Trades | 22 |
| Win Rate, % | 62.71 |
| Expectancy per trade | 1.4353 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.69 |
| Position max, % of margin balance | 119.08 |
| Max Drawdown | 300.87 |
| Max Drawdown, % | 28.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0960 |
| Recovery Factor (Total PnL / Max DD) | 0.2052 |
| Sharpe ratio (monthly) | 0.2282 |
| Sortino ratio (monthly) | 0.2876 |
| CAGR, % | 2.51 |
| Calmar ratio (CAGR / Max DD%) | 0.0879 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 84.69 | Fee: 23.31 | Vol: 65380.35
Realized PnL by Symbol
Details
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