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
1119.84
Total PnL
119.84 (11.98%)
Total Trades (Win/Los)
145 (21/124)
Win Rate
14.48%
Max Drawdown
308.74 (29.28%)
Total Fees
85.23
Position avg (max), %
8.07 (110.90)
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 | -0.78% | 1.06% | 0.29% | -0.65% | 0.74% | -0.34% | 3.80% | 0.70% | -0.08% | -18.32% | -5.03% | -0.47% | -19.11% |
| 2025 | -0.06% | 8.49% | 0.48% | 0.04% | -0.82% | 0.06% | 4.34% | 0.74% | 4.02% | 3.59% | 0.88% | 0.03% | 23.61% |
| 2026 | 6.82% | 0.46% | 1.16% | 2.72% | 0.49% | 0.00% | — | — | — | — | — | — | 12.07% |
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 | 1119.84 |
| Min balance | 745.85 |
| Max balance | 1140.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 8.49 |
| Worst month, % | -18.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 119.84 |
| Total PnL, % | 11.98 |
| Gross profit | 588.20 |
| Gross loss | 382.54 |
| Trading volume (USDT) | 237228.94 |
| Total transactions (buy/sell) | 150 |
| Total fees | 85.23 |
| Funding net | -0.58 |
| Funding accrued (received) | 4.29 |
| Funding paid | 4.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 145 |
| Win Trades | 21 |
| Los Trades | 124 |
| Win Rate, % | 14.48 |
| Expectancy per trade | 1.4183 |
| Max consecutive wins | 4 |
| Max consecutive losses | 67 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.07 |
| Position max, % of margin balance | 110.90 |
| Max Drawdown | 308.74 |
| Max Drawdown, % | 29.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5376 |
| Recovery Factor (Total PnL / Max DD) | 0.3882 |
| Sharpe ratio (monthly) | 0.3876 |
| Sortino ratio (monthly) | 0.4772 |
| CAGR, % | 4.80 |
| Calmar ratio (CAGR / Max DD%) | 0.1639 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 205.65 | Fee: 85.23 | Vol: 237228.94
Realized PnL by Symbol
Details
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