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
1357.94
Total PnL
357.94 (35.79%)
Total Trades (Win/Los)
72 (32/40)
Win Rate
44.44%
Max Drawdown
218.51 (17.13%)
Total Fees
41.03
Position avg (max), %
10.66 (111.84)
Profit Factor
1.54
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 | 4.62% | 2.01% | 0.27% | -0.61% | 0.69% | -0.32% | 1.82% | 0.67% | -0.07% | 0.83% | 8.82% | -0.32% | 19.60% |
| 2025 | 2.65% | 3.18% | 0.33% | 0.03% | -0.57% | -2.63% | 7.18% | 0.51% | 3.59% | -5.32% | 0.67% | 0.02% | 9.49% |
| 2026 | 7.92% | 0.35% | -7.42% | 3.14% | 0.35% | 0.00% | — | — | — | — | — | — | 3.77% |
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 | 1357.94 |
| Min balance | 995.56 |
| Max balance | 1439.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.03 |
| Average monthly return (arithmetic), % | 1.08 |
| Best month, % | 8.82 |
| Worst month, % | -7.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 357.94 |
| Total PnL, % | 35.79 |
| Gross profit | 1142.13 |
| Gross loss | 740.06 |
| Trading volume (USDT) | 114773.93 |
| Total transactions (buy/sell) | 73 |
| Total fees | 41.03 |
| Funding net | -3.09 |
| Funding accrued (received) | 6.20 |
| Funding paid | 9.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 72 |
| Win Trades | 32 |
| Los Trades | 40 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 5.5842 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 10.66 |
| Position max, % of margin balance | 111.84 |
| Max Drawdown | 218.51 |
| Max Drawdown, % | 17.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5433 |
| Recovery Factor (Total PnL / Max DD) | 1.6380 |
| Sharpe ratio (monthly) | 1.1463 |
| Sortino ratio (monthly) | 2.1460 |
| CAGR, % | 13.51 |
| Calmar ratio (CAGR / Max DD%) | 0.7884 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 402.06 | Fee: 41.03 | Vol: 114773.93
Realized PnL by Symbol
Details
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