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
1139.90
Total PnL
139.90 (13.99%)
Total Trades (Win/Los)
63 (32/31)
Win Rate
50.79%
Max Drawdown
367.75 (31.80%)
Total Fees
28.39
Position avg (max), %
12.09 (146.50)
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 | 3.33% | 1.02% | 0.28% | 2.94% | 3.65% | -0.31% | -1.21% | 1.95% | -3.91% | -20.65% | 4.65% | -0.43% | -10.91% |
| 2025 | 3.46% | 1.16% | 0.45% | 0.04% | 4.02% | -12.20% | 4.60% | 0.75% | 5.37% | 6.88% | 0.86% | 0.03% | 15.03% |
| 2026 | 7.61% | 0.45% | 3.58% | 0.12% | -0.78% | 0.00% | — | — | — | — | — | — | 11.23% |
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 | 1139.90 |
| Min balance | 788.55 |
| Max balance | 1163.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.44 |
| Average monthly return (arithmetic), % | 0.59 |
| Best month, % | 7.61 |
| Worst month, % | -20.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 139.90 |
| Total PnL, % | 13.99 |
| Gross profit | 849.65 |
| Gross loss | 682.34 |
| Trading volume (USDT) | 79413.68 |
| Total transactions (buy/sell) | 64 |
| Total fees | 28.39 |
| Funding net | 0.99 |
| Funding accrued (received) | 7.64 |
| Funding paid | 6.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 32 |
| Los Trades | 31 |
| Win Rate, % | 50.79 |
| Expectancy per trade | 2.6556 |
| Max consecutive wins | 6 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.09 |
| Position max, % of margin balance | 146.50 |
| Max Drawdown | 367.75 |
| Max Drawdown, % | 31.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2452 |
| Recovery Factor (Total PnL / Max DD) | 0.3804 |
| Sharpe ratio (monthly) | 0.3865 |
| Sortino ratio (monthly) | 0.4604 |
| CAGR, % | 5.57 |
| Calmar ratio (CAGR / Max DD%) | 0.1752 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 167.30 | Fee: 28.39 | Vol: 79413.68
Realized PnL by Symbol
Details
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