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
1173.85
Total PnL
173.85 (17.39%)
Total Trades (Win/Los)
18 (15/3)
Win Rate
83.33%
Max Drawdown
262.78 (24.31%)
Total Fees
8.01
Position avg (max), %
9.81 (156.59)
Profit Factor
1.78
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% | -0.60% | 0.69% | -0.32% | -12.72% | 19.73% | -0.07% | -7.96% | 13.32% | -0.33% | 16.55% |
| 2025 | 3.64% | 0.89% | 0.35% | 0.03% | -0.59% | 0.04% | 3.83% | 0.53% | 3.12% | -14.33% | 0.77% | 0.03% | -2.97% |
| 2026 | 0.47% | 0.44% | -0.12% | 3.22% | -0.22% | 0.00% | — | — | — | — | — | — | 3.81% |
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 | 1173.85 |
| Min balance | 818.03 |
| Max balance | 1318.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 0.71 |
| Best month, % | 19.73 |
| Worst month, % | -14.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 173.85 |
| Total PnL, % | 17.39 |
| Gross profit | 411.94 |
| Gross loss | 231.26 |
| Trading volume (USDT) | 22516.89 |
| Total transactions (buy/sell) | 20 |
| Total fees | 8.01 |
| Funding net | 1.18 |
| Funding accrued (received) | 6.58 |
| Funding paid | 5.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 15 |
| Los Trades | 3 |
| Win Rate, % | 83.33 |
| Expectancy per trade | 10.0378 |
| Max consecutive wins | 12 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.81 |
| Position max, % of margin balance | 156.59 |
| Max Drawdown | 262.78 |
| Max Drawdown, % | 24.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7813 |
| Recovery Factor (Total PnL / Max DD) | 0.6616 |
| Sharpe ratio (monthly) | 0.4125 |
| Sortino ratio (monthly) | 0.6507 |
| CAGR, % | 6.86 |
| Calmar ratio (CAGR / Max DD%) | 0.2823 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 180.68 | Fee: 8.01 | Vol: 22516.89
Realized PnL by Symbol
Details
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