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
1447.66
Total PnL
447.66 (44.77%)
Total Trades (Win/Los)
35 (28/7)
Win Rate
80.00%
Max Drawdown
299.73 (26.06%)
Total Fees
15.21
Position avg (max), %
10.46 (163.15)
Profit Factor
2.31
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% | -14.42% | 21.56% | 3.48% | -0.08% | -12.55% | -0.36% | 7.29% |
| 2025 | 3.97% | -8.12% | 0.41% | 0.03% | 3.76% | 4.76% | 3.88% | 0.58% | 3.67% | 0.26% | 0.72% | 3.12% | 17.64% |
| 2026 | 4.11% | 0.38% | 3.72% | 0.10% | 5.71% | 0.00% | — | — | — | — | — | — | 14.69% |
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 | 1447.66 |
| Min balance | 850.58 |
| Max balance | 1448.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.24 |
| Average monthly return (arithmetic), % | 1.42 |
| Best month, % | 21.56 |
| Worst month, % | -14.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 447.66 |
| Total PnL, % | 44.77 |
| Gross profit | 808.80 |
| Gross loss | 350.17 |
| Trading volume (USDT) | 42754.47 |
| Total transactions (buy/sell) | 37 |
| Total fees | 15.21 |
| Funding net | 4.23 |
| Funding accrued (received) | 8.90 |
| Funding paid | 4.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 28 |
| Los Trades | 7 |
| Win Rate, % | 80.00 |
| Expectancy per trade | 13.1038 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 10.46 |
| Position max, % of margin balance | 163.15 |
| Max Drawdown | 299.73 |
| Max Drawdown, % | 26.06 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3097 |
| Recovery Factor (Total PnL / Max DD) | 1.4935 |
| Sharpe ratio (monthly) | 0.8245 |
| Sortino ratio (monthly) | 1.2935 |
| CAGR, % | 16.56 |
| Calmar ratio (CAGR / Max DD%) | 0.6354 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 458.63 | Fee: 15.21 | Vol: 42754.47
Realized PnL by Symbol
Details
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