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
1359.52
Total PnL
359.52 (35.95%)
Total Trades (Win/Los)
96 (31/65)
Win Rate
32.29%
Max Drawdown
222.32 (15.89%)
Total Fees
64.93
Position avg (max), %
8.25 (111.12)
Profit Factor
1.82
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 | -10.11% | 7.99% | 0.30% | 3.21% | 4.97% | -0.32% | 3.32% | 0.67% | -0.07% | -1.62% | 8.68% | -0.33% | 16.45% |
| 2025 | 3.83% | 0.89% | 0.35% | 0.03% | 4.05% | 4.15% | 4.44% | 0.49% | -10.80% | -0.74% | 0.71% | 0.03% | 6.65% |
| 2026 | 1.73% | 0.39% | 1.17% | 2.70% | 3.17% | 0.00% | — | — | — | — | — | — | 9.47% |
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 | 1359.52 |
| Min balance | 882.73 |
| Max balance | 1399.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.03 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 8.68 |
| Worst month, % | -10.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 359.52 |
| Total PnL, % | 35.95 |
| Gross profit | 942.21 |
| Gross loss | 518.65 |
| Trading volume (USDT) | 181061.53 |
| Total transactions (buy/sell) | 101 |
| Total fees | 64.93 |
| Funding net | 0.90 |
| Funding accrued (received) | 6.00 |
| Funding paid | 5.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 31 |
| Los Trades | 65 |
| Win Rate, % | 32.29 |
| Expectancy per trade | 4.4120 |
| Max consecutive wins | 7 |
| Max consecutive losses | 17 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.25 |
| Position max, % of margin balance | 111.12 |
| Max Drawdown | 222.32 |
| Max Drawdown, % | 15.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8166 |
| Recovery Factor (Total PnL / Max DD) | 1.6171 |
| Sharpe ratio (monthly) | 0.9774 |
| Sortino ratio (monthly) | 1.4099 |
| CAGR, % | 13.56 |
| Calmar ratio (CAGR / Max DD%) | 0.8536 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 423.55 | Fee: 64.93 | Vol: 181061.53
Realized PnL by Symbol
Details
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