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
1061.30
Total PnL
61.30 (6.13%)
Total Trades (Win/Los)
30 (22/8)
Win Rate
73.33%
Max Drawdown
348.52 (28.74%)
Total Fees
12.39
Position avg (max), %
10.90 (159.56)
Profit Factor
1.13
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% | 3.50% | 3.00% | -0.30% | -12.86% | 20.03% | -0.07% | -7.81% | -17.08% | -0.42% | -8.81% |
| 2025 | 3.33% | 1.14% | 0.44% | 0.04% | -0.76% | 8.53% | 3.81% | 0.63% | 3.01% | -13.98% | 0.91% | 0.03% | 5.68% |
| 2026 | 0.55% | 0.51% | 2.89% | 0.14% | 5.76% | 0.00% | — | — | — | — | — | — | 10.13% |
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 | 1061.30 |
| Min balance | 864.28 |
| Max balance | 1212.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 20.03 |
| Worst month, % | -17.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 61.30 |
| Total PnL, % | 6.13 |
| Gross profit | 602.40 |
| Gross loss | 531.48 |
| Trading volume (USDT) | 34809.42 |
| Total transactions (buy/sell) | 32 |
| Total fees | 12.39 |
| Funding net | 2.78 |
| Funding accrued (received) | 7.95 |
| Funding paid | 5.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 22 |
| Los Trades | 8 |
| Win Rate, % | 73.33 |
| Expectancy per trade | 2.3638 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 10.90 |
| Position max, % of margin balance | 159.56 |
| Max Drawdown | 348.52 |
| Max Drawdown, % | 28.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1334 |
| Recovery Factor (Total PnL / Max DD) | 0.1759 |
| Sharpe ratio (monthly) | 0.2210 |
| Sortino ratio (monthly) | 0.3011 |
| CAGR, % | 2.49 |
| Calmar ratio (CAGR / Max DD%) | 0.0868 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 70.91 | Fee: 12.39 | Vol: 34809.42
Realized PnL by Symbol
Details
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