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
1834.35
Total PnL
834.35 (83.44%)
Total Trades (Win/Los)
74 (22/52)
Win Rate
29.73%
Max Drawdown
202.50 (10.64%)
Total Fees
68.27
Position avg (max), %
7.91 (107.92)
Profit Factor
4.24
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% | 2.30% | 8.20% | -0.32% | 21.90% |
| 2025 | -0.04% | 10.52% | 0.31% | 0.03% | -0.54% | 1.39% | 3.29% | 0.48% | -0.19% | 17.02% | 0.53% | 0.02% | 36.27% |
| 2026 | 11.15% | 0.27% | -1.55% | -2.49% | 3.21% | 0.00% | — | — | — | — | — | — | 10.43% |
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 | 1834.35 |
| Min balance | 960.34 |
| Max balance | 1903.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.04 |
| Average monthly return (arithmetic), % | 2.13 |
| Best month, % | 17.02 |
| Worst month, % | -2.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 834.35 |
| Total PnL, % | 83.44 |
| Gross profit | 1180.69 |
| Gross loss | 278.70 |
| Trading volume (USDT) | 190233.87 |
| Total transactions (buy/sell) | 75 |
| Total fees | 68.27 |
| Funding net | 0.63 |
| Funding accrued (received) | 6.65 |
| Funding paid | 6.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 74 |
| Win Trades | 22 |
| Los Trades | 52 |
| Win Rate, % | 29.73 |
| Expectancy per trade | 12.1891 |
| Max consecutive wins | 5 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 7.91 |
| Position max, % of margin balance | 107.92 |
| Max Drawdown | 202.50 |
| Max Drawdown, % | 10.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.2364 |
| Recovery Factor (Total PnL / Max DD) | 4.1203 |
| Sharpe ratio (monthly) | 1.7459 |
| Sortino ratio (monthly) | 13.0788 |
| CAGR, % | 28.56 |
| Calmar ratio (CAGR / Max DD%) | 2.6845 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 901.99 | Fee: 68.27 | Vol: 190233.87
Realized PnL by Symbol
Details
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