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
1125.88
Total PnL
125.88 (12.59%)
Total Trades (Win/Los)
20 (13/7)
Win Rate
65.00%
Max Drawdown
302.45 (30.24%)
Total Fees
8.76
Position avg (max), %
11.34 (158.13)
Profit Factor
1.48
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 | -9.24% | 1.16% | 0.32% | -0.71% | 0.81% | -0.37% | -12.89% | 19.93% | -0.08% | -7.09% | 12.49% | -0.39% | -0.17% |
| 2025 | -0.05% | 8.41% | 0.39% | 0.03% | -0.67% | 0.05% | 4.41% | 0.60% | 3.11% | -8.57% | 0.81% | 0.03% | 7.99% |
| 2026 | 0.49% | 0.46% | -0.12% | 3.61% | 0.03% | 0.00% | — | — | — | — | — | — | 4.50% |
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 | 1125.88 |
| Min balance | 697.55 |
| Max balance | 1190.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.40 |
| Average monthly return (arithmetic), % | 0.57 |
| Best month, % | 19.93 |
| Worst month, % | -12.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 125.88 |
| Total PnL, % | 12.59 |
| Gross profit | 410.04 |
| Gross loss | 277.74 |
| Trading volume (USDT) | 24614.83 |
| Total transactions (buy/sell) | 22 |
| Total fees | 8.76 |
| Funding net | 2.34 |
| Funding accrued (received) | 7.40 |
| Funding paid | 5.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 13 |
| Los Trades | 7 |
| Win Rate, % | 65.00 |
| Expectancy per trade | 6.6149 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.34 |
| Position max, % of margin balance | 158.13 |
| Max Drawdown | 302.45 |
| Max Drawdown, % | 30.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4763 |
| Recovery Factor (Total PnL / Max DD) | 0.4162 |
| Sharpe ratio (monthly) | 0.3336 |
| Sortino ratio (monthly) | 0.5538 |
| CAGR, % | 5.03 |
| Calmar ratio (CAGR / Max DD%) | 0.1664 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 132.30 | Fee: 8.76 | Vol: 24614.83
Realized PnL by Symbol
Details
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