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
1268.47
Total PnL
268.47 (26.85%)
Total Trades (Win/Los)
67 (33/34)
Win Rate
49.25%
Max Drawdown
182.17 (17.10%)
Total Fees
32.24
Position avg (max), %
10.68 (120.48)
Profit Factor
1.49
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 | -4.61% | -3.84% | 0.32% | 5.20% | 3.69% | -0.34% | -6.31% | 4.64% | -0.08% | -6.63% | 4.98% | -0.40% | -4.35% |
| 2025 | 4.49% | 1.07% | 0.42% | 0.04% | 3.88% | -9.30% | 4.45% | 0.68% | 5.31% | 8.11% | 0.76% | 0.03% | 20.63% |
| 2026 | 6.84% | 0.40% | -0.11% | 3.54% | -0.91% | 0.00% | — | — | — | — | — | — | 9.94% |
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 | 1268.47 |
| Min balance | 864.71 |
| Max balance | 1296.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 0.88 |
| Best month, % | 8.11 |
| Worst month, % | -9.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 268.47 |
| Total PnL, % | 26.85 |
| Gross profit | 908.32 |
| Gross loss | 610.84 |
| Trading volume (USDT) | 90134.84 |
| Total transactions (buy/sell) | 69 |
| Total fees | 32.24 |
| Funding net | 3.23 |
| Funding accrued (received) | 7.95 |
| Funding paid | 4.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 67 |
| Win Trades | 33 |
| Los Trades | 34 |
| Win Rate, % | 49.25 |
| Expectancy per trade | 4.4399 |
| Max consecutive wins | 6 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 10.68 |
| Position max, % of margin balance | 120.48 |
| Max Drawdown | 182.17 |
| Max Drawdown, % | 17.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4870 |
| Recovery Factor (Total PnL / Max DD) | 1.4737 |
| Sharpe ratio (monthly) | 0.7576 |
| Sortino ratio (monthly) | 1.1553 |
| CAGR, % | 10.35 |
| Calmar ratio (CAGR / Max DD%) | 0.6052 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 297.47 | Fee: 32.24 | Vol: 90134.84
Realized PnL by Symbol
Details
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