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
1251.44
Total PnL
251.44 (25.14%)
Total Trades (Win/Los)
52 (37/15)
Win Rate
71.15%
Max Drawdown
356.85 (30.52%)
Total Fees
20.32
Position avg (max), %
11.80 (128.64)
Profit Factor
1.40
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 | 8.09% | 0.97% | 0.27% | -0.85% | 3.32% | 3.50% | -8.34% | -13.38% | 4.09% | -0.10% | -10.04% | 3.35% | -10.93% |
| 2025 | 0.06% | -2.75% | 0.49% | 5.04% | 0.79% | -0.80% | 3.85% | 0.71% | 3.08% | 0.32% | 0.88% | 3.42% | 15.88% |
| 2026 | 4.16% | 0.46% | 7.32% | 3.71% | 4.11% | 0.00% | — | — | — | — | — | — | 21.25% |
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 | 1251.44 |
| Min balance | 812.56 |
| Max balance | 1251.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.75 |
| Average monthly return (arithmetic), % | 0.86 |
| Best month, % | 8.09 |
| Worst month, % | -13.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 251.44 |
| Total PnL, % | 25.14 |
| Gross profit | 954.57 |
| Gross loss | 681.18 |
| Trading volume (USDT) | 57061.56 |
| Total transactions (buy/sell) | 53 |
| Total fees | 20.32 |
| Funding net | -1.63 |
| Funding accrued (received) | 6.52 |
| Funding paid | 8.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 52 |
| Win Trades | 37 |
| Los Trades | 15 |
| Win Rate, % | 71.15 |
| Expectancy per trade | 5.2574 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.80 |
| Position max, % of margin balance | 128.64 |
| Max Drawdown | 356.85 |
| Max Drawdown, % | 30.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4013 |
| Recovery Factor (Total PnL / Max DD) | 0.7046 |
| Sharpe ratio (monthly) | 0.6540 |
| Sortino ratio (monthly) | 0.8599 |
| CAGR, % | 9.73 |
| Calmar ratio (CAGR / Max DD%) | 0.3190 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 273.39 | Fee: 20.32 | Vol: 57061.56
Realized PnL by Symbol
Details
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