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
1592.09
Total PnL
592.09 (59.21%)
Total Trades (Win/Los)
32 (26/6)
Win Rate
81.25%
Max Drawdown
283.69 (24.63%)
Total Fees
14.43
Position avg (max), %
9.30 (159.82)
Profit Factor
3.76
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% | 3.46% | -0.07% | -12.49% | -0.36% | 7.95% |
| 2025 | 3.94% | 0.96% | 0.37% | 0.03% | 3.76% | 4.83% | 3.85% | 0.53% | 3.50% | 0.24% | 0.65% | 3.69% | 29.53% |
| 2026 | 3.76% | 0.34% | 3.37% | 0.09% | 5.70% | 0.00% | — | — | — | — | — | — | 13.86% |
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 | 1592.09 |
| Min balance | 868.25 |
| Max balance | 1592.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.56 |
| Average monthly return (arithmetic), % | 1.70 |
| Best month, % | 20.06 |
| Worst month, % | -12.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 592.09 |
| Total PnL, % | 59.21 |
| Gross profit | 820.07 |
| Gross loss | 217.83 |
| Trading volume (USDT) | 40603.64 |
| Total transactions (buy/sell) | 34 |
| Total fees | 14.43 |
| Funding net | 4.28 |
| Funding accrued (received) | 8.29 |
| Funding paid | 4.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 26 |
| Los Trades | 6 |
| Win Rate, % | 81.25 |
| Expectancy per trade | 18.8201 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.30 |
| Position max, % of margin balance | 159.82 |
| Max Drawdown | 283.69 |
| Max Drawdown, % | 24.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.7648 |
| Recovery Factor (Total PnL / Max DD) | 2.0871 |
| Sharpe ratio (monthly) | 1.1018 |
| Sortino ratio (monthly) | 1.8023 |
| CAGR, % | 21.24 |
| Calmar ratio (CAGR / Max DD%) | 0.8624 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 602.24 | Fee: 14.43 | Vol: 40603.64
Realized PnL by Symbol
Details
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