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
1306.17
Total PnL
306.17 (30.62%)
Total Trades (Win/Los)
103 (26/77)
Win Rate
25.24%
Max Drawdown
262.61 (24.38%)
Total Fees
67.48
Position avg (max), %
9.86 (105.65)
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 | -11.35% | -2.53% | 0.34% | -0.75% | 0.86% | -0.39% | 4.32% | 0.81% | -0.09% | 1.65% | 8.55% | -0.39% | -0.16% |
| 2025 | -0.05% | 3.47% | 0.41% | 0.03% | -0.70% | 1.41% | 3.54% | 0.62% | 3.41% | 7.23% | 0.72% | 0.03% | 21.75% |
| 2026 | 6.86% | 0.38% | -1.58% | -2.41% | 4.29% | 0.00% | — | — | — | — | — | — | 7.46% |
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 | 1306.17 |
| Min balance | 814.34 |
| Max balance | 1340.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.89 |
| Average monthly return (arithmetic), % | 0.96 |
| Best month, % | 8.55 |
| Worst month, % | -11.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 306.17 |
| Total PnL, % | 30.62 |
| Gross profit | 805.34 |
| Gross loss | 433.06 |
| Trading volume (USDT) | 187980.40 |
| Total transactions (buy/sell) | 104 |
| Total fees | 67.48 |
| Funding net | 1.36 |
| Funding accrued (received) | 6.70 |
| Funding paid | 5.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 103 |
| Win Trades | 26 |
| Los Trades | 77 |
| Win Rate, % | 25.24 |
| Expectancy per trade | 3.6144 |
| Max consecutive wins | 5 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.86 |
| Position max, % of margin balance | 105.65 |
| Max Drawdown | 262.61 |
| Max Drawdown, % | 24.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8597 |
| Recovery Factor (Total PnL / Max DD) | 1.1659 |
| Sharpe ratio (monthly) | 0.9432 |
| Sortino ratio (monthly) | 1.5086 |
| CAGR, % | 11.70 |
| Calmar ratio (CAGR / Max DD%) | 0.4796 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 372.29 | Fee: 67.48 | Vol: 187980.40
Realized PnL by Symbol
Details
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