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
1272.22
Total PnL
272.22 (27.22%)
Total Trades (Win/Los)
66 (34/32)
Win Rate
51.52%
Max Drawdown
224.61 (20.08%)
Total Fees
32.08
Position avg (max), %
11.80 (121.94)
Profit Factor
1.48
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 | 0.92% | -4.19% | 0.30% | 2.96% | 3.69% | -0.33% | -0.80% | 2.08% | -0.08% | -6.82% | 4.68% | -0.38% | 1.47% |
| 2025 | 3.51% | 1.02% | 0.40% | 0.03% | 3.84% | -12.44% | 4.50% | 0.67% | 3.86% | 8.12% | 0.76% | 0.03% | 13.68% |
| 2026 | 6.84% | 0.40% | 3.64% | 0.11% | -0.91% | 0.00% | — | — | — | — | — | — | 10.29% |
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 | 1272.22 |
| Min balance | 894.04 |
| Max balance | 1300.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.81 |
| Average monthly return (arithmetic), % | 0.88 |
| Best month, % | 8.12 |
| Worst month, % | -12.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 272.22 |
| Total PnL, % | 27.22 |
| Gross profit | 929.21 |
| Gross loss | 628.05 |
| Trading volume (USDT) | 89712.22 |
| Total transactions (buy/sell) | 67 |
| Total fees | 32.08 |
| Funding net | 3.13 |
| Funding accrued (received) | 8.91 |
| Funding paid | 5.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 66 |
| Win Trades | 34 |
| Los Trades | 32 |
| Win Rate, % | 51.52 |
| Expectancy per trade | 4.5632 |
| Max consecutive wins | 6 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.80 |
| Position max, % of margin balance | 121.94 |
| Max Drawdown | 224.61 |
| Max Drawdown, % | 20.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4795 |
| Recovery Factor (Total PnL / Max DD) | 1.2120 |
| Sharpe ratio (monthly) | 0.7990 |
| Sortino ratio (monthly) | 1.1252 |
| CAGR, % | 10.48 |
| Calmar ratio (CAGR / Max DD%) | 0.5222 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 301.17 | Fee: 32.08 | Vol: 89712.22
Realized PnL by Symbol
Details
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