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
1394.31
Total PnL
394.31 (39.43%)
Total Trades (Win/Los)
15 (11/4)
Win Rate
73.33%
Max Drawdown
255.84 (24.80%)
Total Fees
6.25
Position avg (max), %
9.26 (160.53)
Profit Factor
14.15
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 | 1.36% | 1.04% | 0.28% | -0.63% | 0.72% | -0.33% | -12.97% | 20.17% | -0.07% | -7.94% | 13.30% | -0.35% | 11.28% |
| 2025 | -0.04% | 8.58% | 0.35% | 0.03% | -0.60% | 0.04% | 3.86% | 0.54% | -0.21% | 6.29% | 0.65% | 0.02% | 20.80% |
| 2026 | 0.40% | 0.37% | -0.10% | 3.22% | -0.19% | 0.00% | — | — | — | — | — | — | 3.72% |
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 | 1394.31 |
| Min balance | 775.78 |
| Max balance | 1399.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.11 |
| Average monthly return (arithmetic), % | 1.26 |
| Best month, % | 20.17 |
| Worst month, % | -12.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 394.31 |
| Total PnL, % | 39.43 |
| Gross profit | 429.63 |
| Gross loss | 30.36 |
| Trading volume (USDT) | 17599.00 |
| Total transactions (buy/sell) | 17 |
| Total fees | 6.25 |
| Funding net | 1.29 |
| Funding accrued (received) | 6.12 |
| Funding paid | 4.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 11 |
| Los Trades | 4 |
| Win Rate, % | 73.33 |
| Expectancy per trade | 26.6181 |
| Max consecutive wins | 5 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 9.26 |
| Position max, % of margin balance | 160.53 |
| Max Drawdown | 255.84 |
| Max Drawdown, % | 24.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 14.1512 |
| Recovery Factor (Total PnL / Max DD) | 1.5413 |
| Sharpe ratio (monthly) | 0.7917 |
| Sortino ratio (monthly) | 1.5679 |
| CAGR, % | 14.76 |
| Calmar ratio (CAGR / Max DD%) | 0.5951 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 399.27 | Fee: 6.25 | Vol: 17599.00
Realized PnL by Symbol
Details
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