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
1376.26
Total PnL
376.26 (37.63%)
Total Trades (Win/Los)
26 (16/10)
Win Rate
61.54%
Max Drawdown
139.50 (9.81%)
Total Fees
14.32
Position avg (max), %
5.95 (112.04)
Profit Factor
3.01
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 | 3.51% | 1.01% | 0.28% | -0.62% | 0.71% | -0.33% | 3.78% | 0.67% | -0.07% | 0.08% | 4.86% | -0.34% | 14.22% |
| 2025 | -0.04% | 8.56% | 0.34% | 0.03% | -0.58% | 0.04% | 4.58% | 0.52% | -0.20% | 0.77% | 0.66% | 0.02% | 15.31% |
| 2026 | 7.45% | 0.35% | -6.22% | 2.85% | 0.54% | 0.00% | — | — | — | — | — | — | 4.56% |
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 | 1376.26 |
| Min balance | 961.51 |
| Max balance | 1422.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.07 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 8.56 |
| Worst month, % | -6.22 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 376.26 |
| Total PnL, % | 37.63 |
| Gross profit | 584.72 |
| Gross loss | 193.94 |
| Trading volume (USDT) | 40129.77 |
| Total transactions (buy/sell) | 27 |
| Total fees | 14.32 |
| Funding net | -0.20 |
| Funding accrued (received) | 4.24 |
| Funding paid | 4.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 16 |
| Los Trades | 10 |
| Win Rate, % | 61.54 |
| Expectancy per trade | 15.0301 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 5.95 |
| Position max, % of margin balance | 112.04 |
| Max Drawdown | 139.50 |
| Max Drawdown, % | 9.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.0149 |
| Recovery Factor (Total PnL / Max DD) | 2.6972 |
| Sharpe ratio (monthly) | 1.4335 |
| Sortino ratio (monthly) | 3.3346 |
| CAGR, % | 14.14 |
| Calmar ratio (CAGR / Max DD%) | 1.4416 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 390.78 | Fee: 14.32 | Vol: 40129.77
Realized PnL by Symbol
Details
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