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
1206.40
Total PnL
206.40 (20.64%)
Total Trades (Win/Los)
54 (35/19)
Win Rate
64.81%
Max Drawdown
461.85 (41.85%)
Total Fees
21.23
Position avg (max), %
12.22 (160.78)
Profit Factor
1.31
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 | 6.50% | 0.99% | 0.27% | -23.89% | 3.83% | -0.40% | -13.09% | 20.24% | 4.02% | -0.10% | 8.16% | -0.39% | -0.69% |
| 2025 | -0.59% | -4.54% | 0.45% | 0.04% | 3.76% | -0.96% | 4.69% | 0.66% | 3.98% | -10.44% | 0.91% | 3.42% | 0.36% |
| 2026 | 4.56% | 0.47% | 7.34% | 3.37% | 3.83% | 0.00% | — | — | — | — | — | — | 21.04% |
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 | 1206.40 |
| Min balance | 641.78 |
| Max balance | 1206.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.63 |
| Average monthly return (arithmetic), % | 0.90 |
| Best month, % | 20.24 |
| Worst month, % | -23.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 206.40 |
| Total PnL, % | 20.64 |
| Gross profit | 944.93 |
| Gross loss | 721.09 |
| Trading volume (USDT) | 59585.23 |
| Total transactions (buy/sell) | 56 |
| Total fees | 21.23 |
| Funding net | 3.78 |
| Funding accrued (received) | 8.32 |
| Funding paid | 4.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 35 |
| Los Trades | 19 |
| Win Rate, % | 64.81 |
| Expectancy per trade | 4.1453 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.22 |
| Position max, % of margin balance | 160.78 |
| Max Drawdown | 461.85 |
| Max Drawdown, % | 41.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3104 |
| Recovery Factor (Total PnL / Max DD) | 0.4469 |
| Sharpe ratio (monthly) | 0.4332 |
| Sortino ratio (monthly) | 0.5800 |
| CAGR, % | 8.08 |
| Calmar ratio (CAGR / Max DD%) | 0.1931 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 223.85 | Fee: 21.23 | Vol: 59585.23
Realized PnL by Symbol
Details
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