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
1660.38
Total PnL
660.38 (66.04%)
Total Trades (Win/Los)
45 (23/22)
Win Rate
51.11%
Max Drawdown
145.53 (8.80%)
Total Fees
26.46
Position avg (max), %
6.88 (109.76)
Profit Factor
3.42
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 | 4.78% | 1.00% | 0.28% | -0.61% | 0.70% | -0.32% | 3.87% | 0.66% | -0.07% | -2.91% | 7.96% | -0.33% | 15.56% |
| 2025 | -0.04% | 10.34% | 0.33% | 0.03% | -0.57% | 0.04% | 4.53% | 0.51% | 5.48% | 6.99% | 0.58% | 0.02% | 31.33% |
| 2026 | 7.87% | 0.30% | -4.57% | 2.67% | 3.20% | 0.00% | — | — | — | — | — | — | 9.40% |
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 | 1660.38 |
| Min balance | 961.51 |
| Max balance | 1661.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.70 |
| Average monthly return (arithmetic), % | 1.76 |
| Best month, % | 10.34 |
| Worst month, % | -4.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 660.38 |
| Total PnL, % | 66.04 |
| Gross profit | 970.71 |
| Gross loss | 283.77 |
| Trading volume (USDT) | 74090.00 |
| Total transactions (buy/sell) | 46 |
| Total fees | 26.46 |
| Funding net | -0.10 |
| Funding accrued (received) | 5.04 |
| Funding paid | 5.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 23 |
| Los Trades | 22 |
| Win Rate, % | 51.11 |
| Expectancy per trade | 15.2654 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 6.88 |
| Position max, % of margin balance | 109.76 |
| Max Drawdown | 145.53 |
| Max Drawdown, % | 8.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4208 |
| Recovery Factor (Total PnL / Max DD) | 4.5378 |
| Sharpe ratio (monthly) | 1.8430 |
| Sortino ratio (monthly) | 6.0596 |
| CAGR, % | 23.36 |
| Calmar ratio (CAGR / Max DD%) | 2.6549 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 686.94 | Fee: 26.46 | Vol: 74090.00
Realized PnL by Symbol
Details
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