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
1230.74
Total PnL
230.74 (23.07%)
Total Trades (Win/Los)
35 (27/8)
Win Rate
77.14%
Max Drawdown
223.11 (21.51%)
Total Fees
13.06
Position avg (max), %
8.97 (133.94)
Profit Factor
1.56
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% | 3.16% | -6.52% |
| 2025 | 0.05% | -7.75% | 0.49% | -2.47% | 6.99% | 4.66% | 3.93% | 0.69% | 3.61% | 0.31% | 0.84% | 3.27% | 14.72% |
| 2026 | 4.18% | 0.44% | 3.61% | 0.12% | 5.73% | 0.00% | — | — | — | — | — | — | 14.77% |
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 | 1230.74 |
| Min balance | 814.20 |
| Max balance | 1231.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.69 |
| Average monthly return (arithmetic), % | 0.80 |
| Best month, % | 6.99 |
| Worst month, % | -12.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 230.74 |
| Total PnL, % | 23.07 |
| Gross profit | 683.75 |
| Gross loss | 438.72 |
| Trading volume (USDT) | 36687.09 |
| Total transactions (buy/sell) | 36 |
| Total fees | 13.06 |
| Funding net | -1.23 |
| Funding accrued (received) | 4.56 |
| Funding paid | 5.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 27 |
| Los Trades | 8 |
| Win Rate, % | 77.14 |
| Expectancy per trade | 7.0009 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.97 |
| Position max, % of margin balance | 133.94 |
| Max Drawdown | 223.11 |
| Max Drawdown, % | 21.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5585 |
| Recovery Factor (Total PnL / Max DD) | 1.0342 |
| Sharpe ratio (monthly) | 0.6263 |
| Sortino ratio (monthly) | 0.7948 |
| CAGR, % | 8.98 |
| Calmar ratio (CAGR / Max DD%) | 0.4174 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 245.03 | Fee: 13.06 | Vol: 36687.09
Realized PnL by Symbol
Details
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