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
1292.13
Total PnL
292.13 (29.21%)
Total Trades (Win/Los)
77 (23/54)
Win Rate
29.87%
Max Drawdown
197.78 (18.72%)
Total Fees
51.53
Position avg (max), %
9.65 (106.96)
Profit Factor
2.03
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 | -6.44% | -2.63% | 0.32% | -0.71% | 0.81% | -0.37% | 4.26% | 0.77% | -0.08% | 1.62% | 8.52% | -0.37% | 5.12% |
| 2025 | -0.05% | 3.50% | 0.39% | 0.03% | -0.66% | 1.40% | 3.47% | 0.59% | -0.23% | 3.53% | 0.74% | 0.03% | 13.36% |
| 2026 | 7.82% | 0.39% | -1.58% | -2.45% | 4.34% | 0.00% | — | — | — | — | — | — | 8.43% |
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 | 1292.13 |
| Min balance | 858.99 |
| Max balance | 1325.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.86 |
| Average monthly return (arithmetic), % | 0.90 |
| Best month, % | 8.52 |
| Worst month, % | -6.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 292.13 |
| Total PnL, % | 29.21 |
| Gross profit | 673.22 |
| Gross loss | 331.30 |
| Trading volume (USDT) | 143584.86 |
| Total transactions (buy/sell) | 78 |
| Total fees | 51.53 |
| Funding net | 1.75 |
| Funding accrued (received) | 6.94 |
| Funding paid | 5.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 23 |
| Los Trades | 54 |
| Win Rate, % | 29.87 |
| Expectancy per trade | 4.4405 |
| Max consecutive wins | 7 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.65 |
| Position max, % of margin balance | 106.96 |
| Max Drawdown | 197.78 |
| Max Drawdown, % | 18.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0320 |
| Recovery Factor (Total PnL / Max DD) | 1.4770 |
| Sharpe ratio (monthly) | 1.0814 |
| Sortino ratio (monthly) | 2.2356 |
| CAGR, % | 11.20 |
| Calmar ratio (CAGR / Max DD%) | 0.5983 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 341.92 | Fee: 51.53 | Vol: 143584.86
Realized PnL by Symbol
Details
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