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
1212.31
Total PnL
212.31 (21.23%)
Total Trades (Win/Los)
42 (28/14)
Win Rate
66.67%
Max Drawdown
264.82 (21.83%)
Total Fees
17.99
Position avg (max), %
11.56 (147.99)
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 | -7.05% | 1.13% | 0.31% | 3.26% | 3.79% | -0.34% | -10.37% | 16.33% | -0.08% | -1.87% | 8.18% | -0.35% | 11.00% |
| 2025 | 3.67% | 0.93% | 0.36% | 0.03% | 3.75% | -14.79% | 4.43% | 0.63% | 3.94% | -7.52% | 0.83% | 0.03% | -5.38% |
| 2026 | 6.95% | 0.44% | -0.12% | 3.63% | 3.81% | 0.00% | — | — | — | — | — | — | 15.44% |
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 | 1212.31 |
| Min balance | 793.40 |
| Max balance | 1213.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.64 |
| Average monthly return (arithmetic), % | 0.80 |
| Best month, % | 16.33 |
| Worst month, % | -14.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 212.31 |
| Total PnL, % | 21.23 |
| Gross profit | 770.20 |
| Gross loss | 545.17 |
| Trading volume (USDT) | 50515.45 |
| Total transactions (buy/sell) | 44 |
| Total fees | 17.99 |
| Funding net | 5.27 |
| Funding accrued (received) | 9.52 |
| Funding paid | 4.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 28 |
| Los Trades | 14 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 5.3579 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.56 |
| Position max, % of margin balance | 147.99 |
| Max Drawdown | 264.82 |
| Max Drawdown, % | 21.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4128 |
| Recovery Factor (Total PnL / Max DD) | 0.8017 |
| Sharpe ratio (monthly) | 0.5001 |
| Sortino ratio (monthly) | 0.7253 |
| CAGR, % | 8.30 |
| Calmar ratio (CAGR / Max DD%) | 0.3802 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 225.03 | Fee: 17.99 | Vol: 50515.45
Realized PnL by Symbol
Details
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