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
1133.28
Total PnL
133.28 (13.33%)
Total Trades (Win/Los)
34 (26/8)
Win Rate
76.47%
Max Drawdown
433.57 (34.71%)
Total Fees
14.34
Position avg (max), %
12.96 (159.82)
Profit Factor
1.26
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% | -12.88% | 20.06% | 3.78% | -0.07% | -12.32% | -0.35% | 8.48% |
| 2025 | 3.36% | 0.96% | 0.37% | 0.03% | 3.76% | -25.87% | 3.91% | 0.74% | 3.49% | 0.33% | 0.91% | 3.13% | -8.84% |
| 2026 | 4.32% | 0.48% | 3.25% | 0.13% | 5.75% | 0.00% | — | — | — | — | — | — | 14.60% |
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 | 1133.28 |
| Min balance | 815.44 |
| Max balance | 1249.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 0.70 |
| Best month, % | 20.06 |
| Worst month, % | -25.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 133.28 |
| Total PnL, % | 13.33 |
| Gross profit | 690.02 |
| Gross loss | 547.66 |
| Trading volume (USDT) | 40270.56 |
| Total transactions (buy/sell) | 36 |
| Total fees | 14.34 |
| Funding net | 5.26 |
| Funding accrued (received) | 10.33 |
| Funding paid | 5.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 26 |
| Los Trades | 8 |
| Win Rate, % | 76.47 |
| Expectancy per trade | 4.1869 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.96 |
| Position max, % of margin balance | 159.82 |
| Max Drawdown | 433.57 |
| Max Drawdown, % | 34.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2599 |
| Recovery Factor (Total PnL / Max DD) | 0.3074 |
| Sharpe ratio (monthly) | 0.3357 |
| Sortino ratio (monthly) | 0.4241 |
| CAGR, % | 5.32 |
| Calmar ratio (CAGR / Max DD%) | 0.1532 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 142.36 | Fee: 14.34 | Vol: 40270.56
Realized PnL by Symbol
Details
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