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
1014.22
Total PnL
14.22 (1.42%)
Total Trades (Win/Los)
33 (24/9)
Win Rate
72.73%
Max Drawdown
346.23 (30.68%)
Total Fees
12.99
Position avg (max), %
11.35 (157.92)
Profit Factor
1.04
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% | -7.04% | 3.81% | -0.33% | -12.81% | 19.88% | -0.07% | -7.85% | -16.83% | -0.46% | -17.35% |
| 2025 | 3.53% | 1.25% | 0.49% | 0.04% | 3.71% | 4.66% | 3.83% | 0.69% | 2.98% | -10.43% | 0.95% | 0.03% | 11.40% |
| 2026 | 0.58% | 0.53% | 2.86% | 0.15% | 5.76% | 0.00% | — | — | — | — | — | — | 10.16% |
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 | 1014.22 |
| Min balance | 782.21 |
| Max balance | 1128.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.05 |
| Average monthly return (arithmetic), % | 0.26 |
| Best month, % | 19.88 |
| Worst month, % | -16.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 14.22 |
| Total PnL, % | 1.42 |
| Gross profit | 617.69 |
| Gross loss | 592.63 |
| Trading volume (USDT) | 36465.79 |
| Total transactions (buy/sell) | 35 |
| Total fees | 12.99 |
| Funding net | 2.15 |
| Funding accrued (received) | 7.36 |
| Funding paid | 5.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 24 |
| Los Trades | 9 |
| Win Rate, % | 72.73 |
| Expectancy per trade | 0.7594 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.35 |
| Position max, % of margin balance | 157.92 |
| Max Drawdown | 346.23 |
| Max Drawdown, % | 30.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0423 |
| Recovery Factor (Total PnL / Max DD) | 0.0411 |
| Sharpe ratio (monthly) | 0.1381 |
| Sortino ratio (monthly) | 0.1879 |
| CAGR, % | 0.59 |
| Calmar ratio (CAGR / Max DD%) | 0.0191 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 25.06 | Fee: 12.99 | Vol: 36465.79
Realized PnL by Symbol
Details
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