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
1510.69
Total PnL
510.69 (51.07%)
Total Trades (Win/Los)
29 (24/5)
Win Rate
82.76%
Max Drawdown
192.44 (18.85%)
Total Fees
11.72
Position avg (max), %
12.71 (129.13)
Profit Factor
4.26
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 | -12.12% | 1.19% | 0.33% | 3.34% | 3.85% | 2.56% | 0.22% | 0.74% | -3.91% | -3.49% | 12.19% | 3.28% | 6.54% |
| 2025 | 0.05% | 1.01% | 0.39% | 0.03% | 4.17% | 3.31% | 4.36% | 0.56% | 3.57% | 0.25% | 0.69% | 3.18% | 23.62% |
| 2026 | 4.29% | 0.36% | 3.53% | 0.10% | 5.74% | 0.00% | — | — | — | — | — | — | 14.70% |
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 | 1510.69 |
| Min balance | 828.37 |
| Max balance | 1511.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.38 |
| Average monthly return (arithmetic), % | 1.46 |
| Best month, % | 12.19 |
| Worst month, % | -12.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 510.69 |
| Total PnL, % | 51.07 |
| Gross profit | 688.72 |
| Gross loss | 161.80 |
| Trading volume (USDT) | 32972.10 |
| Total transactions (buy/sell) | 30 |
| Total fees | 11.72 |
| Funding net | -4.50 |
| Funding accrued (received) | 5.70 |
| Funding paid | 10.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 24 |
| Los Trades | 5 |
| Win Rate, % | 82.76 |
| Expectancy per trade | 18.1694 |
| Max consecutive wins | 9 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.71 |
| Position max, % of margin balance | 129.13 |
| Max Drawdown | 192.44 |
| Max Drawdown, % | 18.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.2565 |
| Recovery Factor (Total PnL / Max DD) | 2.6537 |
| Sharpe ratio (monthly) | 1.3185 |
| Sortino ratio (monthly) | 2.0962 |
| CAGR, % | 18.63 |
| Calmar ratio (CAGR / Max DD%) | 0.9883 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 526.91 | Fee: 11.72 | Vol: 32972.10
Realized PnL by Symbol
Details
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