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
1222.91
Total PnL
222.91 (22.29%)
Total Trades (Win/Los)
45 (28/17)
Win Rate
62.22%
Max Drawdown
234.90 (22.23%)
Total Fees
18.26
Position avg (max), %
8.56 (120.97)
Profit Factor
1.45
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 | -7.05% | 1.13% | 0.31% | 5.24% | 2.97% | -0.34% | -1.27% | 0.62% | -0.08% | -11.05% | 8.26% | -0.40% | -3.05% |
| 2025 | 3.67% | 1.07% | 0.42% | 0.04% | -0.71% | -11.86% | 4.54% | 0.72% | 3.95% | 6.99% | 0.83% | 0.03% | 8.79% |
| 2026 | 7.03% | 0.44% | 3.73% | 0.12% | 3.85% | 0.00% | — | — | — | — | — | — | 15.95% |
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 | 1222.91 |
| Min balance | 821.96 |
| Max balance | 1223.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 0.77 |
| Best month, % | 8.26 |
| Worst month, % | -11.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 222.91 |
| Total PnL, % | 22.29 |
| Gross profit | 771.08 |
| Gross loss | 530.12 |
| Trading volume (USDT) | 51252.70 |
| Total transactions (buy/sell) | 47 |
| Total fees | 18.26 |
| Funding net | 0.22 |
| Funding accrued (received) | 5.17 |
| Funding paid | 4.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 28 |
| Los Trades | 17 |
| Win Rate, % | 62.22 |
| Expectancy per trade | 5.3545 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.56 |
| Position max, % of margin balance | 120.97 |
| Max Drawdown | 234.90 |
| Max Drawdown, % | 22.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4545 |
| Recovery Factor (Total PnL / Max DD) | 0.9490 |
| Sharpe ratio (monthly) | 0.6077 |
| Sortino ratio (monthly) | 0.8266 |
| CAGR, % | 8.69 |
| Calmar ratio (CAGR / Max DD%) | 0.3910 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 240.95 | Fee: 18.26 | Vol: 51252.70
Realized PnL by Symbol
Details
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