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
1342.98
Total PnL
342.98 (34.30%)
Total Trades (Win/Los)
31 (25/6)
Win Rate
80.65%
Max Drawdown
299.73 (26.17%)
Total Fees
13.98
Position avg (max), %
11.01 (164.11)
Profit Factor
1.93
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% | 3.37% | -0.30% | -14.49% | 21.67% | 3.66% | -0.08% | -12.26% | -0.36% | 7.38% |
| 2025 | 3.96% | 0.96% | 0.38% | 0.03% | 3.90% | 4.85% | 3.86% | 0.53% | 3.52% | 0.24% | 0.65% | 0.02% | 25.22% |
| 2026 | -9.36% | 0.41% | 3.66% | 0.11% | 5.76% | 0.00% | — | — | — | — | — | — | -0.12% |
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 | 1342.98 |
| Min balance | 845.60 |
| Max balance | 1373.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.99 |
| Average monthly return (arithmetic), % | 1.17 |
| Best month, % | 21.67 |
| Worst month, % | -14.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 342.98 |
| Total PnL, % | 34.30 |
| Gross profit | 734.63 |
| Gross loss | 381.17 |
| Trading volume (USDT) | 39311.05 |
| Total transactions (buy/sell) | 33 |
| Total fees | 13.98 |
| Funding net | 3.52 |
| Funding accrued (received) | 8.93 |
| Funding paid | 5.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 25 |
| Los Trades | 6 |
| Win Rate, % | 80.65 |
| Expectancy per trade | 11.4017 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.01 |
| Position max, % of margin balance | 164.11 |
| Max Drawdown | 299.73 |
| Max Drawdown, % | 26.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9273 |
| Recovery Factor (Total PnL / Max DD) | 1.1443 |
| Sharpe ratio (monthly) | 0.6742 |
| Sortino ratio (monthly) | 1.0447 |
| CAGR, % | 12.99 |
| Calmar ratio (CAGR / Max DD%) | 0.4963 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 353.45 | Fee: 13.98 | Vol: 39311.05
Realized PnL by Symbol
Details
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