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
1233.92
Total PnL
233.92 (23.39%)
Total Trades (Win/Los)
16 (11/5)
Win Rate
68.75%
Max Drawdown
311.88 (31.19%)
Total Fees
6.42
Position avg (max), %
9.85 (160.30)
Profit Factor
2.68
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 | -10.18% | 1.17% | 0.32% | -0.71% | 0.82% | -0.38% | -13.02% | 20.17% | -0.08% | -7.82% | 13.19% | -0.39% | -1.33% |
| 2025 | -0.05% | 8.27% | 0.40% | 0.03% | -0.68% | 0.05% | 3.88% | 0.61% | -0.24% | 6.15% | 0.74% | 0.03% | 20.46% |
| 2026 | 0.45% | 0.41% | -0.11% | 3.26% | -0.21% | 0.00% | — | — | — | — | — | — | 3.82% |
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 | 1233.92 |
| Min balance | 688.12 |
| Max balance | 1238.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.70 |
| Average monthly return (arithmetic), % | 0.87 |
| Best month, % | 20.17 |
| Worst month, % | -13.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 233.92 |
| Total PnL, % | 23.39 |
| Gross profit | 381.17 |
| Gross loss | 142.18 |
| Trading volume (USDT) | 18063.57 |
| Total transactions (buy/sell) | 18 |
| Total fees | 6.42 |
| Funding net | 1.36 |
| Funding accrued (received) | 5.90 |
| Funding paid | 4.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 11 |
| Los Trades | 5 |
| Win Rate, % | 68.75 |
| Expectancy per trade | 14.9365 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.85 |
| Position max, % of margin balance | 160.30 |
| Max Drawdown | 311.88 |
| Max Drawdown, % | 31.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.6808 |
| Recovery Factor (Total PnL / Max DD) | 0.7500 |
| Sharpe ratio (monthly) | 0.5141 |
| Sortino ratio (monthly) | 0.9002 |
| CAGR, % | 9.09 |
| Calmar ratio (CAGR / Max DD%) | 0.2916 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 238.98 | Fee: 6.42 | Vol: 18063.57
Realized PnL by Symbol
Details
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