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
1214.29
Total PnL
214.29 (21.43%)
Total Trades (Win/Los)
18 (12/6)
Win Rate
66.67%
Max Drawdown
255.84 (24.80%)
Total Fees
7.87
Position avg (max), %
9.82 (160.53)
Profit Factor
1.98
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 | 1.36% | 1.04% | 0.28% | -0.63% | 0.72% | -0.33% | -12.97% | 20.17% | -0.07% | -7.94% | 13.30% | -0.35% | 11.28% |
| 2025 | -0.04% | 8.58% | 0.35% | 0.03% | -0.60% | 0.04% | 3.86% | 0.54% | 3.15% | -10.95% | 0.75% | 0.03% | 4.71% |
| 2026 | 0.46% | 0.42% | -0.11% | 3.63% | -0.21% | 0.00% | — | — | — | — | — | — | 4.20% |
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 | 1214.29 |
| Min balance | 775.78 |
| Max balance | 1314.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.65 |
| Average monthly return (arithmetic), % | 0.82 |
| Best month, % | 20.17 |
| Worst month, % | -12.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 214.29 |
| Total PnL, % | 21.43 |
| Gross profit | 446.59 |
| Gross loss | 225.20 |
| Trading volume (USDT) | 22116.62 |
| Total transactions (buy/sell) | 20 |
| Total fees | 7.87 |
| Funding net | 0.77 |
| Funding accrued (received) | 6.19 |
| Funding paid | 5.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 12 |
| Los Trades | 6 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 12.2996 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.82 |
| Position max, % of margin balance | 160.53 |
| Max Drawdown | 255.84 |
| Max Drawdown, % | 24.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9831 |
| Recovery Factor (Total PnL / Max DD) | 0.8376 |
| Sharpe ratio (monthly) | 0.4821 |
| Sortino ratio (monthly) | 0.8252 |
| CAGR, % | 8.37 |
| Calmar ratio (CAGR / Max DD%) | 0.3376 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 221.39 | Fee: 7.87 | Vol: 22116.62
Realized PnL by Symbol
Details
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