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
1224.61
Total PnL
224.61 (22.46%)
Total Trades (Win/Los)
27 (22/5)
Win Rate
81.48%
Max Drawdown
361.29 (29.83%)
Total Fees
11.06
Position avg (max), %
10.32 (159.82)
Profit Factor
1.66
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% | -0.07% | -7.82% | -19.23% | -0.43% | -11.30% |
| 2025 | 3.84% | 1.17% | 0.45% | 0.04% | 3.79% | 4.72% | 3.86% | 0.64% | 3.47% | 0.29% | 0.79% | 0.03% | 25.47% |
| 2026 | 0.48% | 0.44% | 2.97% | 0.12% | 5.76% | 0.00% | — | — | — | — | — | — | 10.04% |
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 | 1224.61 |
| Min balance | 850.06 |
| Max balance | 1224.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.68 |
| Average monthly return (arithmetic), % | 0.88 |
| Best month, % | 20.06 |
| Worst month, % | -19.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 224.61 |
| Total PnL, % | 22.46 |
| Gross profit | 585.46 |
| Gross loss | 353.66 |
| Trading volume (USDT) | 31068.63 |
| Total transactions (buy/sell) | 29 |
| Total fees | 11.06 |
| Funding net | 3.87 |
| Funding accrued (received) | 8.22 |
| Funding paid | 4.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 22 |
| Los Trades | 5 |
| Win Rate, % | 81.48 |
| Expectancy per trade | 8.5851 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 10.32 |
| Position max, % of margin balance | 159.82 |
| Max Drawdown | 361.29 |
| Max Drawdown, % | 29.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6554 |
| Recovery Factor (Total PnL / Max DD) | 0.6217 |
| Sharpe ratio (monthly) | 0.4884 |
| Sortino ratio (monthly) | 0.6802 |
| CAGR, % | 8.75 |
| Calmar ratio (CAGR / Max DD%) | 0.2935 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 231.80 | Fee: 11.06 | Vol: 31068.63
Realized PnL by Symbol
Details
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