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
1298.46
Total PnL
298.46 (29.85%)
Total Trades (Win/Los)
28 (23/5)
Win Rate
82.14%
Max Drawdown
275.64 (20.72%)
Total Fees
11.42
Position avg (max), %
7.95 (129.13)
Profit Factor
1.97
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% | 3.56% | -0.09% | 1.15% | 3.26% | 7.15% |
| 2025 | 0.05% | 1.00% | 0.39% | 0.03% | 4.22% | 4.81% | 4.35% | 0.55% | 3.50% | 0.24% | 0.67% | 0.02% | 21.51% |
| 2026 | -9.49% | 0.42% | 3.64% | 0.12% | 5.74% | 0.00% | — | — | — | — | — | — | -0.27% |
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 | 1298.46 |
| Min balance | 828.37 |
| Max balance | 1330.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.87 |
| Average monthly return (arithmetic), % | 0.94 |
| Best month, % | 5.74 |
| Worst month, % | -12.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 298.46 |
| Total PnL, % | 29.85 |
| Gross profit | 630.61 |
| Gross loss | 320.87 |
| Trading volume (USDT) | 32095.96 |
| Total transactions (buy/sell) | 29 |
| Total fees | 11.42 |
| Funding net | 0.15 |
| Funding accrued (received) | 5.23 |
| Funding paid | 5.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 23 |
| Los Trades | 5 |
| Win Rate, % | 82.14 |
| Expectancy per trade | 11.0620 |
| Max consecutive wins | 9 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 7.95 |
| Position max, % of margin balance | 129.13 |
| Max Drawdown | 275.64 |
| Max Drawdown, % | 20.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9653 |
| Recovery Factor (Total PnL / Max DD) | 1.0828 |
| Sharpe ratio (monthly) | 0.9053 |
| Sortino ratio (monthly) | 1.1618 |
| CAGR, % | 11.42 |
| Calmar ratio (CAGR / Max DD%) | 0.5511 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 309.74 | Fee: 11.42 | Vol: 32095.96
Realized PnL by Symbol
Details
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