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
1074.09
Total PnL
74.09 (7.41%)
Total Trades (Win/Los)
20 (12/8)
Win Rate
60.00%
Max Drawdown
302.45 (30.24%)
Total Fees
8.72
Position avg (max), %
10.90 (158.13)
Profit Factor
1.25
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% | -7.97% | 13.44% | -0.39% | -0.29% |
| 2025 | -0.05% | 8.42% | 0.39% | 0.03% | -0.67% | 0.05% | 4.56% | 0.60% | 3.11% | -11.39% | 0.84% | 0.03% | 4.83% |
| 2026 | 0.51% | 0.47% | -0.13% | 3.64% | -1.63% | 0.00% | — | — | — | — | — | — | 2.82% |
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 | 1074.09 |
| Min balance | 697.55 |
| Max balance | 1184.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.24 |
| Average monthly return (arithmetic), % | 0.43 |
| Best month, % | 19.93 |
| Worst month, % | -12.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 74.09 |
| Total PnL, % | 7.41 |
| Gross profit | 412.38 |
| Gross loss | 330.93 |
| Trading volume (USDT) | 24491.04 |
| Total transactions (buy/sell) | 22 |
| Total fees | 8.72 |
| Funding net | 1.36 |
| Funding accrued (received) | 6.56 |
| Funding paid | 5.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 12 |
| Los Trades | 8 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 4.0725 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 10.90 |
| 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) | 1.2461 |
| Recovery Factor (Total PnL / Max DD) | 0.2450 |
| Sharpe ratio (monthly) | 0.2397 |
| Sortino ratio (monthly) | 0.3820 |
| CAGR, % | 3.00 |
| Calmar ratio (CAGR / Max DD%) | 0.0993 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 81.45 | Fee: 8.72 | Vol: 24491.04
Realized PnL by Symbol
Details
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