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
1769.70
Total PnL
769.70 (76.97%)
Total Trades (Win/Los)
44 (22/22)
Win Rate
50.00%
Max Drawdown
155.74 (8.83%)
Total Fees
27.84
Position avg (max), %
7.45 (107.37)
Profit Factor
3.43
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 | 4.65% | 1.00% | 0.28% | -0.61% | 0.70% | -0.32% | 3.88% | 0.67% | -0.07% | -2.84% | 7.97% | -0.33% | 15.52% |
| 2025 | -0.04% | 10.34% | 0.33% | 0.03% | -0.57% | 0.04% | 4.54% | 0.51% | -0.20% | 17.05% | 0.56% | 0.02% | 35.93% |
| 2026 | 11.14% | 0.28% | -4.58% | 2.68% | 3.21% | 0.00% | — | — | — | — | — | — | 12.70% |
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 | 1769.70 |
| Min balance | 960.34 |
| Max balance | 1771.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.92 |
| Average monthly return (arithmetic), % | 2.01 |
| Best month, % | 17.05 |
| Worst month, % | -4.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 769.70 |
| Total PnL, % | 76.97 |
| Gross profit | 1124.52 |
| Gross loss | 327.76 |
| Trading volume (USDT) | 77913.26 |
| Total transactions (buy/sell) | 45 |
| Total fees | 27.84 |
| Funding net | 0.78 |
| Funding accrued (received) | 6.15 |
| Funding paid | 5.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 22 |
| Los Trades | 22 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 18.1084 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 7.45 |
| Position max, % of margin balance | 107.37 |
| Max Drawdown | 155.74 |
| Max Drawdown, % | 8.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4310 |
| Recovery Factor (Total PnL / Max DD) | 4.9423 |
| Sharpe ratio (monthly) | 1.5954 |
| Sortino ratio (monthly) | 6.9670 |
| CAGR, % | 26.67 |
| Calmar ratio (CAGR / Max DD%) | 3.0184 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 796.77 | Fee: 27.84 | Vol: 77913.26
Realized PnL by Symbol
Details
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