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
1250.38
Total PnL
250.38 (25.04%)
Total Trades (Win/Los)
137 (41/96)
Win Rate
29.93%
Max Drawdown
336.21 (27.27%)
Total Fees
89.58
Position avg (max), %
13.46 (122.03)
Profit Factor
1.37
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 | 0.85% | -4.19% | 0.30% | 13.04% | 4.84% | -0.30% | -0.78% | 2.03% | 3.98% | -13.95% | -1.65% | -0.38% | 1.63% |
| 2025 | -0.12% | 1.06% | 0.41% | 0.03% | 4.04% | -11.22% | 4.65% | 0.68% | 3.43% | 7.86% | 0.78% | 7.53% | 19.28% |
| 2026 | 6.87% | 0.38% | 3.72% | 0.11% | -7.40% | 0.00% | — | — | — | — | — | — | 3.14% |
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 | 1250.38 |
| Min balance | 896.87 |
| Max balance | 1353.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.75 |
| Average monthly return (arithmetic), % | 0.89 |
| Best month, % | 13.04 |
| Worst month, % | -13.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 250.38 |
| Total PnL, % | 25.04 |
| Gross profit | 1254.39 |
| Gross loss | 918.60 |
| Trading volume (USDT) | 249672.23 |
| Total transactions (buy/sell) | 138 |
| Total fees | 89.58 |
| Funding net | 4.17 |
| Funding accrued (received) | 10.72 |
| Funding paid | 6.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 137 |
| Win Trades | 41 |
| Los Trades | 96 |
| Win Rate, % | 29.93 |
| Expectancy per trade | 2.4510 |
| Max consecutive wins | 4 |
| Max consecutive losses | 48 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.46 |
| Position max, % of margin balance | 122.03 |
| Max Drawdown | 336.21 |
| Max Drawdown, % | 27.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3655 |
| Recovery Factor (Total PnL / Max DD) | 0.7447 |
| Sharpe ratio (monthly) | 0.5880 |
| Sortino ratio (monthly) | 0.8452 |
| CAGR, % | 9.69 |
| Calmar ratio (CAGR / Max DD%) | 0.3556 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 335.79 | Fee: 89.58 | Vol: 249672.23
Realized PnL by Symbol
Details
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