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
1053.94
Total PnL
53.94 (5.39%)
Total Trades (Win/Los)
30 (20/10)
Win Rate
66.67%
Max Drawdown
309.71 (30.41%)
Total Fees
11.75
Position avg (max), %
8.47 (139.93)
Profit Factor
1.16
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% | -0.69% | 0.79% | -0.36% | 2.18% | 0.76% | -0.08% | -11.50% | -12.15% | -0.51% | -25.18% |
| 2025 | 3.75% | 1.38% | 0.54% | 0.05% | -0.91% | 0.07% | 4.65% | 0.82% | 3.99% | 7.91% | 0.94% | 0.03% | 25.41% |
| 2026 | 7.55% | 0.49% | -0.13% | 3.63% | 0.48% | 0.00% | — | — | — | — | — | — | 12.39% |
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 | 1053.94 |
| Min balance | 708.61 |
| Max balance | 1073.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.18 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 7.91 |
| Worst month, % | -12.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 53.94 |
| Total PnL, % | 5.39 |
| Gross profit | 458.68 |
| Gross loss | 393.79 |
| Trading volume (USDT) | 32978.44 |
| Total transactions (buy/sell) | 32 |
| Total fees | 11.75 |
| Funding net | 0.80 |
| Funding accrued (received) | 5.03 |
| Funding paid | 4.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 20 |
| Los Trades | 10 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 2.1629 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.47 |
| Position max, % of margin balance | 139.93 |
| Max Drawdown | 309.71 |
| Max Drawdown, % | 30.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1648 |
| Recovery Factor (Total PnL / Max DD) | 0.1742 |
| Sharpe ratio (monthly) | 0.2223 |
| Sortino ratio (monthly) | 0.2798 |
| CAGR, % | 2.20 |
| Calmar ratio (CAGR / Max DD%) | 0.0723 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 64.89 | Fee: 11.75 | Vol: 32978.44
Realized PnL by Symbol
Details
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