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
1332.39
Total PnL
332.39 (33.24%)
Total Trades (Win/Los)
35 (26/9)
Win Rate
74.29%
Max Drawdown
395.06 (25.52%)
Total Fees
16.50
Position avg (max), %
8.55 (145.17)
Profit Factor
1.67
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 | 5.60% | 0.99% | 0.27% | 3.41% | 3.82% | -0.30% | 3.67% | 0.62% | 3.47% | -0.07% | -12.52% | 4.37% | 12.72% |
| 2025 | 0.04% | 0.95% | 0.37% | 0.03% | 3.74% | 4.81% | 3.83% | 0.52% | 3.49% | 0.23% | 0.65% | 3.18% | 23.96% |
| 2026 | 4.05% | 0.34% | -2.28% | -11.57% | 5.70% | 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 | 1332.39 |
| Min balance | 998.86 |
| Max balance | 1548.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.96 |
| Average monthly return (arithmetic), % | 1.05 |
| Best month, % | 5.70 |
| Worst month, % | -12.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 332.39 |
| Total PnL, % | 33.24 |
| Gross profit | 860.51 |
| Gross loss | 514.07 |
| Trading volume (USDT) | 46383.13 |
| Total transactions (buy/sell) | 37 |
| Total fees | 16.50 |
| Funding net | 2.46 |
| Funding accrued (received) | 7.81 |
| Funding paid | 5.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 26 |
| Los Trades | 9 |
| Win Rate, % | 74.29 |
| Expectancy per trade | 9.8981 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.55 |
| Position max, % of margin balance | 145.17 |
| Max Drawdown | 395.06 |
| Max Drawdown, % | 25.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6739 |
| Recovery Factor (Total PnL / Max DD) | 0.8414 |
| Sharpe ratio (monthly) | 0.8964 |
| Sortino ratio (monthly) | 1.1552 |
| CAGR, % | 12.62 |
| Calmar ratio (CAGR / Max DD%) | 0.4945 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 346.44 | Fee: 16.50 | Vol: 46383.13
Realized PnL by Symbol
Details
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