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
1230.24
Total PnL
230.24 (23.02%)
Total Trades (Win/Los)
33 (19/14)
Win Rate
57.58%
Max Drawdown
187.56 (18.76%)
Total Fees
13.90
Position avg (max), %
8.22 (119.22)
Profit Factor
1.74
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% | 2.18% | 0.76% | -0.08% | -6.57% | -4.97% | -0.45% | -14.50% |
| 2025 | -0.06% | 8.20% | 0.46% | 0.04% | -0.78% | 0.06% | 4.31% | 0.70% | 4.02% | 7.86% | 0.80% | 0.03% | 28.21% |
| 2026 | 7.55% | 0.42% | -0.11% | 3.56% | 0.52% | 0.00% | — | — | — | — | — | — | 12.31% |
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 | 1230.24 |
| Min balance | 812.44 |
| Max balance | 1253.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.70 |
| Average monthly return (arithmetic), % | 0.75 |
| Best month, % | 8.20 |
| Worst month, % | -7.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 230.24 |
| Total PnL, % | 23.02 |
| Gross profit | 571.01 |
| Gross loss | 327.76 |
| Trading volume (USDT) | 39016.10 |
| Total transactions (buy/sell) | 35 |
| Total fees | 13.90 |
| Funding net | 0.89 |
| Funding accrued (received) | 5.27 |
| Funding paid | 4.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 19 |
| Los Trades | 14 |
| Win Rate, % | 57.58 |
| Expectancy per trade | 7.3715 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.22 |
| Position max, % of margin balance | 119.22 |
| Max Drawdown | 187.56 |
| Max Drawdown, % | 18.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7422 |
| Recovery Factor (Total PnL / Max DD) | 1.2276 |
| Sharpe ratio (monthly) | 0.7689 |
| Sortino ratio (monthly) | 1.3079 |
| CAGR, % | 8.96 |
| Calmar ratio (CAGR / Max DD%) | 0.4777 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 243.26 | Fee: 13.90 | Vol: 39016.10
Realized PnL by Symbol
Details
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