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
1230.80
Total PnL
230.80 (23.08%)
Total Trades (Win/Los)
48 (31/17)
Win Rate
64.58%
Max Drawdown
329.23 (28.66%)
Total Fees
19.69
Position avg (max), %
12.72 (149.68)
Profit Factor
1.41
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 | 3.71% | 1.01% | 0.28% | 2.77% | 3.91% | -0.31% | -17.51% | 0.02% | -0.09% | 1.14% | -0.75% | -0.42% | -7.83% |
| 2025 | 3.72% | 1.12% | 0.44% | 0.04% | 4.27% | -12.26% | 4.56% | 0.73% | 4.15% | 7.01% | 0.83% | 0.03% | 14.15% |
| 2026 | 7.53% | 0.44% | 3.62% | 0.12% | 4.40% | 0.00% | — | — | — | — | — | — | 16.98% |
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 | 1230.80 |
| Min balance | 819.48 |
| Max balance | 1231.18 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.69 |
| Average monthly return (arithmetic), % | 0.82 |
| Best month, % | 7.53 |
| Worst month, % | -17.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 230.80 |
| Total PnL, % | 23.08 |
| Gross profit | 838.56 |
| Gross loss | 592.68 |
| Trading volume (USDT) | 55229.62 |
| Total transactions (buy/sell) | 49 |
| Total fees | 19.69 |
| Funding net | 4.61 |
| Funding accrued (received) | 9.87 |
| Funding paid | 5.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 31 |
| Los Trades | 17 |
| Win Rate, % | 64.58 |
| Expectancy per trade | 5.1225 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.72 |
| Position max, % of margin balance | 149.68 |
| Max Drawdown | 329.23 |
| Max Drawdown, % | 28.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4149 |
| Recovery Factor (Total PnL / Max DD) | 0.7010 |
| Sharpe ratio (monthly) | 0.5917 |
| Sortino ratio (monthly) | 0.7255 |
| CAGR, % | 8.98 |
| Calmar ratio (CAGR / Max DD%) | 0.3133 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 245.88 | Fee: 19.69 | Vol: 55229.62
Realized PnL by Symbol
Details
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