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
1266.50
Total PnL
266.50 (26.65%)
Total Trades (Win/Los)
38 (20/18)
Win Rate
52.63%
Max Drawdown
128.15 (12.71%)
Total Fees
17.44
Position avg (max), %
7.80 (120.38)
Profit Factor
1.81
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% | 3.76% | 0.75% | -0.08% | -0.15% | -5.44% | -0.42% | -7.66% |
| 2025 | -0.05% | 8.34% | 0.42% | 0.04% | -0.72% | 0.05% | 4.26% | 0.65% | 3.90% | 3.64% | 0.77% | 0.03% | 23.07% |
| 2026 | 6.85% | 0.41% | -0.11% | 3.53% | 0.52% | 0.00% | — | — | — | — | — | — | 11.52% |
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 | 1266.50 |
| Min balance | 879.76 |
| Max balance | 1289.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.79 |
| Average monthly return (arithmetic), % | 0.83 |
| Best month, % | 8.34 |
| Worst month, % | -7.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 266.50 |
| Total PnL, % | 26.65 |
| Gross profit | 631.14 |
| Gross loss | 348.10 |
| Trading volume (USDT) | 48877.29 |
| Total transactions (buy/sell) | 40 |
| Total fees | 17.44 |
| Funding net | 0.90 |
| Funding accrued (received) | 5.27 |
| Funding paid | 4.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 20 |
| Los Trades | 18 |
| Win Rate, % | 52.63 |
| Expectancy per trade | 7.4484 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 7.80 |
| Position max, % of margin balance | 120.38 |
| Max Drawdown | 128.15 |
| Max Drawdown, % | 12.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8131 |
| Recovery Factor (Total PnL / Max DD) | 2.0795 |
| Sharpe ratio (monthly) | 0.9947 |
| Sortino ratio (monthly) | 1.7629 |
| CAGR, % | 10.28 |
| Calmar ratio (CAGR / Max DD%) | 0.8089 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 283.04 | Fee: 17.44 | Vol: 48877.29
Realized PnL by Symbol
Details
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