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
1367.11
Total PnL
367.11 (36.71%)
Total Trades (Win/Los)
50 (31/19)
Win Rate
62.00%
Max Drawdown
240.60 (20.05%)
Total Fees
23.80
Position avg (max), %
8.46 (115.07)
Profit Factor
1.72
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 | -2.98% | 1.08% | 0.30% | 5.21% | 3.82% | -0.32% | -1.22% | 2.06% | -0.07% | 1.41% | -0.46% | -0.35% | 8.52% |
| 2025 | 3.51% | 0.96% | 0.37% | 0.03% | 4.27% | -12.39% | 4.61% | 0.62% | 4.26% | 7.18% | 0.71% | 0.03% | 13.55% |
| 2026 | 7.59% | 0.37% | -0.10% | 3.72% | -0.84% | 0.00% | — | — | — | — | — | — | 10.94% |
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 | 1367.11 |
| Min balance | 913.14 |
| Max balance | 1393.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 7.59 |
| Worst month, % | -12.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 367.11 |
| Total PnL, % | 36.71 |
| Gross profit | 931.12 |
| Gross loss | 541.07 |
| Trading volume (USDT) | 66726.50 |
| Total transactions (buy/sell) | 52 |
| Total fees | 23.80 |
| Funding net | 0.86 |
| Funding accrued (received) | 6.18 |
| Funding paid | 5.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 31 |
| Los Trades | 19 |
| Win Rate, % | 62.00 |
| Expectancy per trade | 7.8010 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.46 |
| Position max, % of margin balance | 115.07 |
| Max Drawdown | 240.60 |
| Max Drawdown, % | 20.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7209 |
| Recovery Factor (Total PnL / Max DD) | 1.5258 |
| Sharpe ratio (monthly) | 1.0933 |
| Sortino ratio (monthly) | 1.6412 |
| CAGR, % | 13.82 |
| Calmar ratio (CAGR / Max DD%) | 0.6896 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 390.05 | Fee: 23.80 | Vol: 66726.50
Realized PnL by Symbol
Details
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