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
1135.94
Total PnL
135.94 (13.59%)
Total Trades (Win/Los)
31 (24/7)
Win Rate
77.42%
Max Drawdown
236.95 (20.42%)
Total Fees
12.03
Position avg (max), %
7.88 (133.97)
Profit Factor
1.32
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% | 3.65% | -0.09% | -12.16% | 3.16% | -6.54% |
| 2025 | 0.05% | 1.15% | 0.45% | 0.04% | 4.30% | 4.75% | 3.89% | 0.63% | 3.56% | 0.28% | 0.77% | 0.03% | 21.58% |
| 2026 | -9.27% | 0.48% | 3.58% | 0.13% | 5.74% | 0.00% | — | — | — | — | — | — | -0.02% |
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 | 1135.94 |
| Min balance | 828.37 |
| Max balance | 1160.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.43 |
| Average monthly return (arithmetic), % | 0.52 |
| Best month, % | 5.74 |
| Worst month, % | -12.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 135.94 |
| Total PnL, % | 13.59 |
| Gross profit | 616.68 |
| Gross loss | 468.60 |
| Trading volume (USDT) | 33784.13 |
| Total transactions (buy/sell) | 32 |
| Total fees | 12.03 |
| Funding net | -0.11 |
| Funding accrued (received) | 4.63 |
| Funding paid | 4.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 24 |
| Los Trades | 7 |
| Win Rate, % | 77.42 |
| Expectancy per trade | 4.7766 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 7.88 |
| Position max, % of margin balance | 133.97 |
| Max Drawdown | 236.95 |
| Max Drawdown, % | 20.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3160 |
| Recovery Factor (Total PnL / Max DD) | 0.5737 |
| Sharpe ratio (monthly) | 0.4216 |
| Sortino ratio (monthly) | 0.5087 |
| CAGR, % | 5.42 |
| Calmar ratio (CAGR / Max DD%) | 0.2654 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 148.07 | Fee: 12.03 | Vol: 33784.13
Realized PnL by Symbol
Details
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