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
1708.12
Total PnL
708.12 (70.81%)
Total Trades (Win/Los)
40 (26/14)
Win Rate
65.00%
Max Drawdown
120.24 (12.02%)
Total Fees
18.82
Position avg (max), %
7.02 (119.22)
Profit Factor
4.74
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% | 5.24% | 2.97% | -0.34% | 2.30% | 0.70% | -0.08% | 1.28% | 8.12% | -0.34% | 14.40% |
| 2025 | 3.43% | 0.91% | 0.35% | 0.03% | -0.60% | 8.56% | 4.31% | 0.50% | 4.10% | 7.37% | 0.57% | 0.02% | 33.26% |
| 2026 | 7.61% | 0.30% | 3.19% | 0.08% | 0.57% | 0.00% | — | — | — | — | — | — | 12.12% |
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 | 1708.12 |
| Min balance | 879.76 |
| Max balance | 1739.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.80 |
| Average monthly return (arithmetic), % | 1.85 |
| Best month, % | 8.56 |
| Worst month, % | -7.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 708.12 |
| Total PnL, % | 70.81 |
| Gross profit | 919.50 |
| Gross loss | 194.15 |
| Trading volume (USDT) | 52930.19 |
| Total transactions (buy/sell) | 42 |
| Total fees | 18.82 |
| Funding net | 1.58 |
| Funding accrued (received) | 6.20 |
| Funding paid | 4.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 26 |
| Los Trades | 14 |
| Win Rate, % | 65.00 |
| Expectancy per trade | 18.1339 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 7.02 |
| Position max, % of margin balance | 119.22 |
| Max Drawdown | 120.24 |
| Max Drawdown, % | 12.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.7361 |
| Recovery Factor (Total PnL / Max DD) | 5.8891 |
| Sharpe ratio (monthly) | 2.0181 |
| Sortino ratio (monthly) | 4.9527 |
| CAGR, % | 24.82 |
| Calmar ratio (CAGR / Max DD%) | 2.0643 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 725.35 | Fee: 18.82 | Vol: 52930.19
Realized PnL by Symbol
Details
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