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
1127.08
Total PnL
127.08 (12.71%)
Total Trades (Win/Los)
26 (20/6)
Win Rate
76.92%
Max Drawdown
348.52 (28.76%)
Total Fees
11.11
Position avg (max), %
13.54 (159.72)
Profit Factor
1.34
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 | 5.66% | 0.99% | 0.27% | 3.41% | 3.82% | -0.30% | -12.87% | 20.05% | -0.07% | -7.82% | -17.10% | -0.42% | -8.89% |
| 2025 | 3.55% | 1.14% | 0.44% | 0.04% | 3.71% | 4.74% | 3.88% | 0.62% | 3.55% | 0.28% | 0.77% | 0.03% | 25.04% |
| 2026 | 0.47% | 0.43% | -0.12% | -5.78% | 4.19% | 0.00% | — | — | — | — | — | — | -1.07% |
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 | 1127.08 |
| Min balance | 863.42 |
| Max balance | 1211.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.40 |
| Average monthly return (arithmetic), % | 0.59 |
| Best month, % | 20.05 |
| Worst month, % | -17.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 127.08 |
| Total PnL, % | 12.71 |
| Gross profit | 548.04 |
| Gross loss | 409.82 |
| Trading volume (USDT) | 31192.25 |
| Total transactions (buy/sell) | 28 |
| Total fees | 11.11 |
| Funding net | -0.03 |
| Funding accrued (received) | 8.40 |
| Funding paid | 8.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 20 |
| Los Trades | 6 |
| Win Rate, % | 76.92 |
| Expectancy per trade | 5.3161 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.54 |
| Position max, % of margin balance | 159.72 |
| Max Drawdown | 348.52 |
| Max Drawdown, % | 28.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3373 |
| Recovery Factor (Total PnL / Max DD) | 0.3646 |
| Sharpe ratio (monthly) | 0.3347 |
| Sortino ratio (monthly) | 0.4723 |
| CAGR, % | 5.08 |
| Calmar ratio (CAGR / Max DD%) | 0.1766 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 138.22 | Fee: 11.11 | Vol: 31192.25
Realized PnL by Symbol
Details
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