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
1053.63
Total PnL
53.63 (5.36%)
Total Trades (Win/Los)
40 (28/12)
Win Rate
70.00%
Max Drawdown
435.65 (39.79%)
Total Fees
15.14
Position avg (max), %
11.75 (161.90)
Profit Factor
1.10
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 | 5.63% | 0.99% | 0.27% | -21.11% | 3.89% | -0.39% | -13.14% | 20.36% | 4.02% | -0.10% | -10.23% | -0.45% | -15.22% |
| 2025 | 3.30% | 1.23% | 0.48% | 0.04% | 3.72% | -1.03% | 3.85% | 0.71% | 3.75% | -10.88% | 0.98% | 3.41% | 8.95% |
| 2026 | 4.22% | 0.51% | 2.90% | 0.14% | 5.67% | 0.00% | — | — | — | — | — | — | 14.07% |
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 | 1053.63 |
| Min balance | 659.30 |
| Max balance | 1094.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.17 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 20.36 |
| Worst month, % | -21.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 53.63 |
| Total PnL, % | 5.36 |
| Gross profit | 694.11 |
| Gross loss | 629.78 |
| Trading volume (USDT) | 42493.67 |
| Total transactions (buy/sell) | 42 |
| Total fees | 15.14 |
| Funding net | 4.44 |
| Funding accrued (received) | 8.17 |
| Funding paid | 3.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 28 |
| Los Trades | 12 |
| Win Rate, % | 70.00 |
| Expectancy per trade | 1.6083 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.75 |
| Position max, % of margin balance | 161.90 |
| Max Drawdown | 435.65 |
| Max Drawdown, % | 39.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1022 |
| Recovery Factor (Total PnL / Max DD) | 0.1231 |
| Sharpe ratio (monthly) | 0.2121 |
| Sortino ratio (monthly) | 0.2775 |
| CAGR, % | 2.19 |
| Calmar ratio (CAGR / Max DD%) | 0.0550 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 64.33 | Fee: 15.14 | Vol: 42493.67
Realized PnL by Symbol
Details
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