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
1175.52
Total PnL
175.52 (17.55%)
Total Trades (Win/Los)
64 (22/42)
Win Rate
34.38%
Max Drawdown
198.82 (18.72%)
Total Fees
35.57
Position avg (max), %
8.32 (111.94)
Profit Factor
1.44
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 | -1.74% | 1.07% | 0.29% | -0.65% | 0.75% | -0.34% | 3.84% | 0.71% | -0.08% | -2.42% | -9.67% | -0.42% | -8.87% |
| 2025 | -0.05% | 8.20% | 0.43% | 0.04% | -0.73% | 0.05% | 4.76% | 0.66% | 3.94% | 3.74% | 0.78% | 0.03% | 23.68% |
| 2026 | 6.90% | 0.41% | -6.11% | 3.04% | 0.51% | 0.00% | — | — | — | — | — | — | 4.37% |
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 | 1175.52 |
| Min balance | 863.05 |
| Max balance | 1211.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 0.60 |
| Best month, % | 8.20 |
| Worst month, % | -9.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 175.52 |
| Total PnL, % | 17.55 |
| Gross profit | 688.78 |
| Gross loss | 477.94 |
| Trading volume (USDT) | 99347.66 |
| Total transactions (buy/sell) | 69 |
| Total fees | 35.57 |
| Funding net | 0.24 |
| Funding accrued (received) | 5.27 |
| Funding paid | 5.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 64 |
| Win Trades | 22 |
| Los Trades | 42 |
| Win Rate, % | 34.38 |
| Expectancy per trade | 3.2944 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.32 |
| Position max, % of margin balance | 111.94 |
| Max Drawdown | 198.82 |
| Max Drawdown, % | 18.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4411 |
| Recovery Factor (Total PnL / Max DD) | 0.8828 |
| Sharpe ratio (monthly) | 0.6285 |
| Sortino ratio (monthly) | 0.9547 |
| CAGR, % | 6.93 |
| Calmar ratio (CAGR / Max DD%) | 0.3699 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 210.84 | Fee: 35.57 | Vol: 99347.66
Realized PnL by Symbol
Details
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