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
1364.85
Total PnL
364.85 (36.49%)
Total Trades (Win/Los)
41 (21/20)
Win Rate
51.22%
Max Drawdown
170.39 (16.53%)
Total Fees
18.82
Position avg (max), %
6.82 (106.80)
Profit Factor
2.36
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 | -6.41% | -2.48% | 0.32% | -0.71% | 0.81% | -0.37% | 4.00% | 0.77% | -0.08% | 11.86% | 3.80% | -0.35% | 10.62% |
| 2025 | -0.05% | 3.53% | 0.37% | 0.03% | -0.63% | 4.08% | 1.01% | 0.56% | -0.22% | 3.47% | 0.70% | 0.03% | 13.50% |
| 2026 | 0.42% | 0.39% | -0.10% | 3.44% | 4.34% | 0.00% | — | — | — | — | — | — | 8.71% |
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 | 1364.85 |
| Min balance | 860.64 |
| Max balance | 1365.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.04 |
| Average monthly return (arithmetic), % | 1.08 |
| Best month, % | 11.86 |
| Worst month, % | -6.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 364.85 |
| Total PnL, % | 36.49 |
| Gross profit | 663.30 |
| Gross loss | 280.61 |
| Trading volume (USDT) | 52697.81 |
| Total transactions (buy/sell) | 42 |
| Total fees | 18.82 |
| Funding net | 0.99 |
| Funding accrued (received) | 4.86 |
| Funding paid | 3.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 21 |
| Los Trades | 20 |
| Win Rate, % | 51.22 |
| Expectancy per trade | 9.3339 |
| Max consecutive wins | 7 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 6.82 |
| Position max, % of margin balance | 106.80 |
| Max Drawdown | 170.39 |
| Max Drawdown, % | 16.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3638 |
| Recovery Factor (Total PnL / Max DD) | 2.1413 |
| Sharpe ratio (monthly) | 1.2763 |
| Sortino ratio (monthly) | 2.9532 |
| CAGR, % | 13.75 |
| Calmar ratio (CAGR / Max DD%) | 0.8318 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 382.69 | Fee: 18.82 | Vol: 52697.81
Realized PnL by Symbol
Details
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