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
1326.27
Total PnL
326.27 (32.63%)
Total Trades (Win/Los)
38 (28/10)
Win Rate
73.68%
Max Drawdown
283.69 (24.63%)
Total Fees
17.25
Position avg (max), %
12.23 (159.82)
Profit Factor
1.65
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% | -12.88% | 20.06% | 3.46% | -0.07% | -12.49% | -0.36% | 7.95% |
| 2025 | 3.94% | -7.99% | 0.41% | 0.03% | 3.81% | 4.72% | 3.86% | 0.58% | 3.56% | 0.26% | 0.71% | 3.39% | 17.93% |
| 2026 | 4.07% | 0.37% | -2.28% | -3.47% | 5.72% | 0.00% | — | — | — | — | — | — | 4.18% |
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 | 1326.27 |
| Min balance | 868.25 |
| Max balance | 1410.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 20.06 |
| Worst month, % | -12.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 326.27 |
| Total PnL, % | 32.63 |
| Gross profit | 856.48 |
| Gross loss | 518.60 |
| Trading volume (USDT) | 48478.86 |
| Total transactions (buy/sell) | 40 |
| Total fees | 17.25 |
| Funding net | 5.65 |
| Funding accrued (received) | 11.02 |
| Funding paid | 5.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 28 |
| Los Trades | 10 |
| Win Rate, % | 73.68 |
| Expectancy per trade | 8.8915 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.23 |
| Position max, % of margin balance | 159.82 |
| Max Drawdown | 283.69 |
| Max Drawdown, % | 24.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6515 |
| Recovery Factor (Total PnL / Max DD) | 1.1501 |
| Sharpe ratio (monthly) | 0.6710 |
| Sortino ratio (monthly) | 1.0470 |
| CAGR, % | 12.40 |
| Calmar ratio (CAGR / Max DD%) | 0.5037 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 337.88 | Fee: 17.25 | Vol: 48478.86
Realized PnL by Symbol
Details
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