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
1527.55
Total PnL
527.55 (52.75%)
Total Trades (Win/Los)
28 (24/4)
Win Rate
85.71%
Max Drawdown
327.26 (20.88%)
Total Fees
13.26
Position avg (max), %
6.10 (128.27)
Profit Factor
3.60
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% | 3.52% | 2.89% | -0.30% | 3.70% | 0.62% | 3.66% | -0.08% | 0.96% | 3.37% | 28.09% |
| 2025 | 0.04% | 0.84% | 0.33% | 0.03% | 3.58% | 4.89% | 3.82% | 0.46% | 3.53% | 0.21% | 0.57% | 0.02% | 19.72% |
| 2026 | -9.52% | 0.36% | 3.71% | 0.10% | 5.67% | 0.00% | — | — | — | — | — | — | -0.39% |
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 | 1527.55 |
| Min balance | 998.86 |
| Max balance | 1567.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.42 |
| Average monthly return (arithmetic), % | 1.46 |
| Best month, % | 5.67 |
| Worst month, % | -9.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 527.55 |
| Total PnL, % | 52.75 |
| Gross profit | 751.88 |
| Gross loss | 208.95 |
| Trading volume (USDT) | 37297.29 |
| Total transactions (buy/sell) | 30 |
| Total fees | 13.26 |
| Funding net | -2.13 |
| Funding accrued (received) | 3.76 |
| Funding paid | 5.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 24 |
| Los Trades | 4 |
| Win Rate, % | 85.71 |
| Expectancy per trade | 19.3904 |
| Max consecutive wins | 9 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 6.10 |
| Position max, % of margin balance | 128.27 |
| Max Drawdown | 327.26 |
| Max Drawdown, % | 20.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.5984 |
| Recovery Factor (Total PnL / Max DD) | 1.6120 |
| Sharpe ratio (monthly) | 1.8253 |
| Sortino ratio (monthly) | 2.9122 |
| CAGR, % | 19.18 |
| Calmar ratio (CAGR / Max DD%) | 0.9183 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 542.93 | Fee: 13.26 | Vol: 37297.29
Realized PnL by Symbol
Details
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