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
1353.14
Total PnL
353.14 (35.31%)
Total Trades (Win/Los)
32 (25/7)
Win Rate
78.13%
Max Drawdown
192.44 (18.85%)
Total Fees
12.36
Position avg (max), %
8.89 (134.76)
Profit Factor
2.12
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% | 3.38% | 3.85% | 2.56% | 0.22% | 0.74% | 3.56% | -0.09% | -12.22% | 3.18% | -7.05% |
| 2025 | 0.05% | 1.15% | 0.45% | -2.88% | 8.02% | 4.75% | 4.39% | 0.62% | 3.54% | 0.28% | 0.77% | 3.36% | 26.92% |
| 2026 | 4.10% | 0.40% | 3.70% | 0.11% | 5.71% | 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 | 1353.14 |
| Min balance | 828.37 |
| Max balance | 1353.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.01 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 8.02 |
| Worst month, % | -12.22 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 353.14 |
| Total PnL, % | 35.31 |
| Gross profit | 691.85 |
| Gross loss | 326.55 |
| Trading volume (USDT) | 34736.14 |
| Total transactions (buy/sell) | 33 |
| Total fees | 12.36 |
| Funding net | 0.20 |
| Funding accrued (received) | 5.53 |
| Funding paid | 5.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 25 |
| Los Trades | 7 |
| Win Rate, % | 78.13 |
| Expectancy per trade | 11.4155 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.89 |
| Position max, % of margin balance | 134.76 |
| Max Drawdown | 192.44 |
| Max Drawdown, % | 18.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1186 |
| Recovery Factor (Total PnL / Max DD) | 1.8350 |
| Sharpe ratio (monthly) | 0.9174 |
| Sortino ratio (monthly) | 1.2007 |
| CAGR, % | 13.34 |
| Calmar ratio (CAGR / Max DD%) | 0.7077 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 365.29 | Fee: 12.36 | Vol: 34736.14
Realized PnL by Symbol
Details
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