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
1395.92
Total PnL
395.92 (39.59%)
Total Trades (Win/Los)
39 (21/18)
Win Rate
53.85%
Max Drawdown
170.01 (16.10%)
Total Fees
17.73
Position avg (max), %
8.70 (112.33)
Profit Factor
2.39
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 | -3.37% | -1.60% | 0.31% | -0.68% | 0.78% | 4.09% | 0.22% | 0.73% | -0.08% | 0.21% | -2.15% | -0.39% | -2.09% |
| 2025 | -0.05% | 3.61% | 0.42% | 0.04% | -0.71% | 0.05% | 4.73% | 0.64% | 3.48% | 7.34% | 0.73% | 0.03% | 21.90% |
| 2026 | 7.48% | 0.39% | -0.10% | 8.07% | 0.48% | 0.00% | — | — | — | — | — | — | 17.04% |
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 | 1395.92 |
| Min balance | 886.16 |
| Max balance | 1421.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.12 |
| Average monthly return (arithmetic), % | 1.16 |
| Best month, % | 8.07 |
| Worst month, % | -3.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 395.92 |
| Total PnL, % | 39.59 |
| Gross profit | 710.74 |
| Gross loss | 297.77 |
| Trading volume (USDT) | 49721.99 |
| Total transactions (buy/sell) | 40 |
| Total fees | 17.73 |
| Funding net | 0.68 |
| Funding accrued (received) | 5.82 |
| Funding paid | 5.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 21 |
| Los Trades | 18 |
| Win Rate, % | 53.85 |
| Expectancy per trade | 10.5889 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.70 |
| Position max, % of margin balance | 112.33 |
| Max Drawdown | 170.01 |
| Max Drawdown, % | 16.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3868 |
| Recovery Factor (Total PnL / Max DD) | 2.3287 |
| Sharpe ratio (monthly) | 1.4737 |
| Sortino ratio (monthly) | 4.9449 |
| CAGR, % | 14.81 |
| Calmar ratio (CAGR / Max DD%) | 0.9202 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 412.97 | Fee: 17.73 | Vol: 49721.99
Realized PnL by Symbol
Details
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