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
1058.21
Total PnL
58.21 (5.82%)
Total Trades (Win/Los)
36 (27/9)
Win Rate
75.00%
Max Drawdown
335.41 (27.45%)
Total Fees
15.71
Position avg (max), %
12.57 (161.77)
Profit Factor
1.11
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 | 6.50% | 0.99% | 0.27% | 1.58% | 3.86% | -0.30% | -13.00% | 20.27% | -0.07% | -7.02% | -12.61% | -0.40% | -4.01% |
| 2025 | 3.58% | 1.08% | 0.42% | 0.04% | 3.77% | 4.73% | 4.59% | 0.59% | 4.02% | -10.55% | 0.81% | 0.03% | 12.82% |
| 2026 | -9.24% | 0.50% | 3.05% | 0.14% | 3.80% | 0.00% | — | — | — | — | — | — | -2.29% |
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 | 1058.21 |
| Min balance | 857.82 |
| Max balance | 1221.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.19 |
| Average monthly return (arithmetic), % | 0.38 |
| Best month, % | 20.27 |
| Worst month, % | -13.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 58.21 |
| Total PnL, % | 5.82 |
| Gross profit | 714.55 |
| Gross loss | 643.88 |
| Trading volume (USDT) | 44097.34 |
| Total transactions (buy/sell) | 38 |
| Total fees | 15.71 |
| Funding net | 3.24 |
| Funding accrued (received) | 9.28 |
| Funding paid | 6.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 27 |
| Los Trades | 9 |
| Win Rate, % | 75.00 |
| Expectancy per trade | 1.9633 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.57 |
| Position max, % of margin balance | 161.77 |
| Max Drawdown | 335.41 |
| Max Drawdown, % | 27.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1098 |
| Recovery Factor (Total PnL / Max DD) | 0.1735 |
| Sharpe ratio (monthly) | 0.2127 |
| Sortino ratio (monthly) | 0.3015 |
| CAGR, % | 2.37 |
| Calmar ratio (CAGR / Max DD%) | 0.0864 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 70.68 | Fee: 15.71 | Vol: 44097.34
Realized PnL by Symbol
Details
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