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
1387.27
Total PnL
387.27 (38.73%)
Total Trades (Win/Los)
50 (18/32)
Win Rate
36.00%
Max Drawdown
127.18 (9.67%)
Total Fees
33.81
Position avg (max), %
6.15 (108.49)
Profit Factor
2.56
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 | 3.75% | 1.01% | 0.28% | -0.62% | 0.71% | -0.33% | 3.78% | 0.67% | -0.07% | 0.08% | 5.06% | -0.34% | 14.70% |
| 2025 | -0.04% | 8.87% | 0.34% | 0.03% | -0.58% | 0.04% | 4.55% | 0.52% | -0.20% | -5.06% | 0.70% | 0.03% | 8.96% |
| 2026 | 9.46% | 0.36% | -4.59% | 2.60% | 3.21% | 0.00% | — | — | — | — | — | — | 11.00% |
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 | 1387.27 |
| Min balance | 960.34 |
| Max balance | 1388.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.10 |
| Average monthly return (arithmetic), % | 1.14 |
| Best month, % | 9.46 |
| Worst month, % | -5.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 387.27 |
| Total PnL, % | 38.73 |
| Gross profit | 690.63 |
| Gross loss | 269.79 |
| Trading volume (USDT) | 94300.52 |
| Total transactions (buy/sell) | 51 |
| Total fees | 33.81 |
| Funding net | 0.24 |
| Funding accrued (received) | 4.53 |
| Funding paid | 4.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 18 |
| Los Trades | 32 |
| Win Rate, % | 36.00 |
| Expectancy per trade | 8.4169 |
| Max consecutive wins | 5 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 6.15 |
| Position max, % of margin balance | 108.49 |
| Max Drawdown | 127.18 |
| Max Drawdown, % | 9.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5599 |
| Recovery Factor (Total PnL / Max DD) | 3.0450 |
| Sharpe ratio (monthly) | 1.3140 |
| Sortino ratio (monthly) | 3.1383 |
| CAGR, % | 14.52 |
| Calmar ratio (CAGR / Max DD%) | 1.5012 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 420.84 | Fee: 33.81 | Vol: 94300.52
Realized PnL by Symbol
Details
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