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
1105.08
Total PnL
105.08 (10.51%)
Total Trades (Win/Los)
30 (24/6)
Win Rate
80.00%
Max Drawdown
357.36 (29.67%)
Total Fees
12.37
Position avg (max), %
15.82 (164.90)
Profit Factor
1.25
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% | -14.54% | 21.76% | -3.89% | -3.50% | -19.00% | -0.43% | -11.60% |
| 2025 | 3.85% | 1.17% | 0.46% | 0.04% | 3.55% | 4.75% | 3.88% | 0.64% | 3.49% | 0.29% | 0.79% | 0.03% | 25.28% |
| 2026 | -9.39% | 0.49% | 3.59% | 0.14% | 5.65% | 0.00% | — | — | — | — | — | — | -0.21% |
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 | 1105.08 |
| Min balance | 841.54 |
| Max balance | 1204.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 0.56 |
| Best month, % | 21.76 |
| Worst month, % | -19.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 105.08 |
| Total PnL, % | 10.51 |
| Gross profit | 603.29 |
| Gross loss | 483.63 |
| Trading volume (USDT) | 34748.75 |
| Total transactions (buy/sell) | 32 |
| Total fees | 12.37 |
| Funding net | -2.21 |
| Funding accrued (received) | 8.46 |
| Funding paid | 10.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 24 |
| Los Trades | 6 |
| Win Rate, % | 80.00 |
| Expectancy per trade | 3.9889 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.82 |
| Position max, % of margin balance | 164.90 |
| Max Drawdown | 357.36 |
| Max Drawdown, % | 29.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2474 |
| Recovery Factor (Total PnL / Max DD) | 0.2941 |
| Sharpe ratio (monthly) | 0.2911 |
| Sortino ratio (monthly) | 0.4047 |
| CAGR, % | 4.22 |
| Calmar ratio (CAGR / Max DD%) | 0.1424 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 119.67 | Fee: 12.37 | Vol: 34748.75
Realized PnL by Symbol
Details
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