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
1141.67
Total PnL
141.67 (14.17%)
Total Trades (Win/Los)
34 (26/8)
Win Rate
76.47%
Max Drawdown
429.63 (34.36%)
Total Fees
14.35
Position avg (max), %
12.24 (159.72)
Profit Factor
1.28
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 | 5.66% | 0.99% | 0.27% | 3.41% | 3.82% | -0.30% | -12.87% | 20.05% | 3.85% | -0.07% | -12.31% | -0.35% | 8.63% |
| 2025 | 3.36% | 0.96% | 0.37% | 0.03% | 3.76% | -25.50% | 3.88% | 0.74% | 3.47% | 0.33% | 0.91% | 3.41% | -8.19% |
| 2026 | 4.28% | 0.48% | 3.23% | 0.13% | 5.70% | 0.00% | — | — | — | — | — | — | 14.48% |
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 | 1141.67 |
| Min balance | 820.88 |
| Max balance | 1250.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.44 |
| Average monthly return (arithmetic), % | 0.72 |
| Best month, % | 20.05 |
| Worst month, % | -25.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 141.67 |
| Total PnL, % | 14.17 |
| Gross profit | 692.87 |
| Gross loss | 542.90 |
| Trading volume (USDT) | 40301.28 |
| Total transactions (buy/sell) | 36 |
| Total fees | 14.35 |
| Funding net | 6.05 |
| Funding accrued (received) | 10.32 |
| Funding paid | 4.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 26 |
| Los Trades | 8 |
| Win Rate, % | 76.47 |
| Expectancy per trade | 4.4108 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.24 |
| Position max, % of margin balance | 159.72 |
| Max Drawdown | 429.63 |
| Max Drawdown, % | 34.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2762 |
| Recovery Factor (Total PnL / Max DD) | 0.3298 |
| Sharpe ratio (monthly) | 0.3476 |
| Sortino ratio (monthly) | 0.4408 |
| CAGR, % | 5.64 |
| Calmar ratio (CAGR / Max DD%) | 0.1642 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 149.97 | Fee: 14.35 | Vol: 40301.28
Realized PnL by Symbol
Details
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