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
1413.50
Total PnL
413.50 (41.35%)
Total Trades (Win/Los)
50 (29/21)
Win Rate
58.00%
Max Drawdown
206.98 (17.32%)
Total Fees
24.12
Position avg (max), %
8.55 (114.38)
Profit Factor
1.86
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% | 5.24% | 2.85% | -0.32% | 0.70% | 1.97% | -0.07% | 1.39% | -0.31% | -0.35% | 9.69% |
| 2025 | 3.47% | 0.95% | 0.37% | 0.03% | -0.63% | -6.37% | 4.44% | 0.60% | 4.14% | 7.90% | 0.69% | 0.02% | 16.01% |
| 2026 | 7.63% | 0.36% | 3.61% | 0.10% | -0.85% | 0.00% | — | — | — | — | — | — | 11.08% |
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 | 1413.50 |
| Min balance | 913.14 |
| Max balance | 1441.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 7.90 |
| Worst month, % | -6.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 413.50 |
| Total PnL, % | 41.35 |
| Gross profit | 945.08 |
| Gross loss | 508.35 |
| Trading volume (USDT) | 67628.20 |
| Total transactions (buy/sell) | 52 |
| Total fees | 24.12 |
| Funding net | 0.89 |
| Funding accrued (received) | 6.31 |
| Funding paid | 5.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 29 |
| Los Trades | 21 |
| Win Rate, % | 58.00 |
| Expectancy per trade | 8.7346 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.55 |
| Position max, % of margin balance | 114.38 |
| Max Drawdown | 206.98 |
| Max Drawdown, % | 17.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8591 |
| Recovery Factor (Total PnL / Max DD) | 1.9978 |
| Sharpe ratio (monthly) | 1.4826 |
| Sortino ratio (monthly) | 3.1889 |
| CAGR, % | 15.41 |
| Calmar ratio (CAGR / Max DD%) | 0.8894 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 436.73 | Fee: 24.12 | Vol: 67628.20
Realized PnL by Symbol
Details
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