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
1030.09
Total PnL
30.09 (3.01%)
Total Trades (Win/Los)
38 (27/11)
Win Rate
71.05%
Max Drawdown
306.80 (25.60%)
Total Fees
14.80
Position avg (max), %
11.70 (145.01)
Profit Factor
1.06
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% | -0.36% | 3.58% | 0.74% | 3.67% | -0.09% | -12.16% | 4.29% | -5.49% |
| 2025 | 0.05% | -7.94% | 0.49% | -2.01% | 6.74% | 4.61% | 3.89% | 0.68% | 3.52% | 0.30% | 0.84% | 3.06% | 14.31% |
| 2026 | 4.15% | 0.44% | -2.35% | -11.65% | 5.67% | 0.00% | — | — | — | — | — | — | -4.64% |
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 | 1030.09 |
| Min balance | 823.63 |
| Max balance | 1198.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.10 |
| Average monthly return (arithmetic), % | 0.23 |
| Best month, % | 6.74 |
| Worst month, % | -12.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 30.09 |
| Total PnL, % | 3.01 |
| Gross profit | 719.45 |
| Gross loss | 675.54 |
| Trading volume (USDT) | 41562.03 |
| Total transactions (buy/sell) | 39 |
| Total fees | 14.80 |
| Funding net | 0.98 |
| Funding accrued (received) | 7.39 |
| Funding paid | 6.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 27 |
| Los Trades | 11 |
| Win Rate, % | 71.05 |
| Expectancy per trade | 1.1555 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.70 |
| Position max, % of margin balance | 145.01 |
| Max Drawdown | 306.80 |
| Max Drawdown, % | 25.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0650 |
| Recovery Factor (Total PnL / Max DD) | 0.0981 |
| Sharpe ratio (monthly) | 0.1591 |
| Sortino ratio (monthly) | 0.1915 |
| CAGR, % | 1.24 |
| Calmar ratio (CAGR / Max DD%) | 0.0482 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 43.91 | Fee: 14.80 | Vol: 41562.03
Realized PnL by Symbol
Details
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