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
1020.43
Total PnL
20.43 (2.04%)
Total Trades (Win/Los)
28 (19/9)
Win Rate
67.86%
Max Drawdown
348.52 (28.79%)
Total Fees
11.70
Position avg (max), %
10.65 (159.95)
Profit Factor
1.05
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 | 6.28% | 0.99% | 0.27% | 3.51% | 3.01% | -0.30% | -12.89% | 20.08% | -0.07% | -7.83% | -17.12% | -0.42% | -9.02% |
| 2025 | 3.56% | 1.14% | 0.44% | 0.04% | -0.76% | 8.54% | 3.81% | 0.63% | 3.01% | -12.28% | 0.89% | 0.03% | 7.99% |
| 2026 | 0.54% | 0.50% | 2.91% | 0.14% | -0.25% | 0.00% | — | — | — | — | — | — | 3.86% |
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 | 1020.43 |
| Min balance | 862.12 |
| Max balance | 1210.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.07 |
| Average monthly return (arithmetic), % | 0.28 |
| Best month, % | 20.08 |
| Worst month, % | -17.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 20.43 |
| Total PnL, % | 2.04 |
| Gross profit | 578.98 |
| Gross loss | 549.22 |
| Trading volume (USDT) | 32861.23 |
| Total transactions (buy/sell) | 30 |
| Total fees | 11.70 |
| Funding net | 2.37 |
| Funding accrued (received) | 7.60 |
| Funding paid | 5.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 19 |
| Los Trades | 9 |
| Win Rate, % | 67.86 |
| Expectancy per trade | 1.0629 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 10.65 |
| Position max, % of margin balance | 159.95 |
| Max Drawdown | 348.52 |
| Max Drawdown, % | 28.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0542 |
| Recovery Factor (Total PnL / Max DD) | 0.0586 |
| Sharpe ratio (monthly) | 0.1499 |
| Sortino ratio (monthly) | 0.2049 |
| CAGR, % | 0.84 |
| Calmar ratio (CAGR / Max DD%) | 0.0292 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 29.76 | Fee: 11.70 | Vol: 32861.23
Realized PnL by Symbol
Details
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