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
1335.17
Total PnL
335.17 (33.52%)
Total Trades (Win/Los)
61 (21/40)
Win Rate
34.43%
Max Drawdown
215.02 (17.19%)
Total Fees
41.55
Position avg (max), %
9.40 (112.04)
Profit Factor
1.82
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 | 5.18% | 1.00% | 0.27% | -0.61% | 0.70% | -0.32% | 1.82% | 0.68% | -0.07% | 3.29% | 0.54% | -0.34% | 12.66% |
| 2025 | -0.04% | 10.34% | 0.34% | 0.03% | -0.58% | -2.68% | 7.35% | 0.52% | 5.44% | -1.91% | 0.65% | 0.02% | 20.34% |
| 2026 | 2.50% | 0.36% | -7.44% | 3.15% | 0.35% | 0.00% | — | — | — | — | — | — | -1.45% |
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 | 1335.17 |
| Min balance | 961.51 |
| Max balance | 1423.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.97 |
| Average monthly return (arithmetic), % | 1.02 |
| Best month, % | 10.34 |
| Worst month, % | -7.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 335.17 |
| Total PnL, % | 33.52 |
| Gross profit | 845.63 |
| Gross loss | 465.63 |
| Trading volume (USDT) | 115928.16 |
| Total transactions (buy/sell) | 62 |
| Total fees | 41.55 |
| Funding net | -3.28 |
| Funding accrued (received) | 5.03 |
| Funding paid | 8.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 61 |
| Win Trades | 21 |
| Los Trades | 40 |
| Win Rate, % | 34.43 |
| Expectancy per trade | 6.2295 |
| Max consecutive wins | 3 |
| Max consecutive losses | 19 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.40 |
| Position max, % of margin balance | 112.04 |
| Max Drawdown | 215.02 |
| Max Drawdown, % | 17.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8161 |
| Recovery Factor (Total PnL / Max DD) | 1.5588 |
| Sharpe ratio (monthly) | 1.1395 |
| Sortino ratio (monthly) | 2.3575 |
| CAGR, % | 12.72 |
| Calmar ratio (CAGR / Max DD%) | 0.7399 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 380.00 | Fee: 41.55 | Vol: 115928.16
Realized PnL by Symbol
Details
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