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
1319.36
Total PnL
319.36 (31.94%)
Total Trades (Win/Los)
43 (23/20)
Win Rate
53.49%
Max Drawdown
209.56 (19.83%)
Total Fees
20.19
Position avg (max), %
8.75 (106.96)
Profit Factor
2.05
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 | -6.44% | -2.63% | 0.32% | -0.71% | 0.81% | -2.78% | 0.25% | 0.82% | -0.09% | 2.29% | 8.30% | -0.39% | -0.91% |
| 2025 | -0.05% | 3.50% | 0.41% | 0.03% | -0.70% | 4.12% | 1.13% | 0.63% | -0.24% | 3.46% | 0.78% | 0.03% | 13.74% |
| 2026 | 8.08% | 0.41% | -0.11% | 3.50% | 4.34% | 0.00% | — | — | — | — | — | — | 17.06% |
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 | 1319.36 |
| Min balance | 847.22 |
| Max balance | 1320.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.93 |
| Average monthly return (arithmetic), % | 0.97 |
| Best month, % | 8.30 |
| Worst month, % | -6.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 319.36 |
| Total PnL, % | 31.94 |
| Gross profit | 658.56 |
| Gross loss | 321.70 |
| Trading volume (USDT) | 56499.05 |
| Total transactions (buy/sell) | 44 |
| Total fees | 20.19 |
| Funding net | 2.69 |
| Funding accrued (received) | 6.66 |
| Funding paid | 3.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 23 |
| Los Trades | 20 |
| Win Rate, % | 53.49 |
| Expectancy per trade | 7.8339 |
| Max consecutive wins | 7 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 8.75 |
| Position max, % of margin balance | 106.96 |
| Max Drawdown | 209.56 |
| Max Drawdown, % | 19.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0471 |
| Recovery Factor (Total PnL / Max DD) | 1.5239 |
| Sharpe ratio (monthly) | 1.1738 |
| Sortino ratio (monthly) | 2.4251 |
| CAGR, % | 12.16 |
| Calmar ratio (CAGR / Max DD%) | 0.6133 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 336.86 | Fee: 20.19 | Vol: 56499.05
Realized PnL by Symbol
Details
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