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
1349.84
Total PnL
349.84 (34.98%)
Total Trades (Win/Los)
30 (18/12)
Win Rate
60.00%
Max Drawdown
137.92 (12.50%)
Total Fees
13.98
Position avg (max), %
7.80 (118.00)
Profit Factor
2.61
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% | 2.24% | 0.68% | -0.07% | -0.13% | -5.37% | -0.38% | 1.29% |
| 2025 | -0.05% | 8.29% | 0.39% | 0.03% | -0.66% | 0.05% | 4.70% | 0.59% | -0.23% | 4.90% | 0.72% | 0.03% | 19.96% |
| 2026 | 6.49% | 0.38% | -0.10% | 3.55% | 0.53% | 0.00% | — | — | — | — | — | — | 11.17% |
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 | 1349.84 |
| Min balance | 961.51 |
| Max balance | 1374.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.01 |
| Average monthly return (arithmetic), % | 1.04 |
| Best month, % | 8.29 |
| Worst month, % | -5.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 349.84 |
| Total PnL, % | 34.98 |
| Gross profit | 590.54 |
| Gross loss | 226.34 |
| Trading volume (USDT) | 39216.88 |
| Total transactions (buy/sell) | 31 |
| Total fees | 13.98 |
| Funding net | -0.39 |
| Funding accrued (received) | 5.12 |
| Funding paid | 5.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 18 |
| Los Trades | 12 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 12.1401 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 7.80 |
| Position max, % of margin balance | 118.00 |
| Max Drawdown | 137.92 |
| Max Drawdown, % | 12.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.6091 |
| Recovery Factor (Total PnL / Max DD) | 2.5365 |
| Sharpe ratio (monthly) | 1.4359 |
| Sortino ratio (monthly) | 3.5931 |
| CAGR, % | 13.23 |
| Calmar ratio (CAGR / Max DD%) | 1.0582 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 364.20 | Fee: 13.98 | Vol: 39216.88
Realized PnL by Symbol
Details
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