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
1372.24
Total PnL
372.24 (37.22%)
Total Trades (Win/Los)
34 (16/18)
Win Rate
47.06%
Max Drawdown
126.58 (9.01%)
Total Fees
21.65
Position avg (max), %
6.78 (112.39)
Profit Factor
3.14
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% | -0.72% | 0.67% | 0.02% | 13.62% |
| 2026 | 7.13% | 0.36% | -4.60% | 2.60% | 0.54% | 0.00% | — | — | — | — | — | — | 5.81% |
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 | 1372.24 |
| Min balance | 961.51 |
| Max balance | 1405.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.06 |
| Average monthly return (arithmetic), % | 1.09 |
| Best month, % | 8.56 |
| Worst month, % | -4.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 372.24 |
| Total PnL, % | 37.22 |
| Gross profit | 579.37 |
| Gross loss | 184.33 |
| Trading volume (USDT) | 60486.17 |
| Total transactions (buy/sell) | 35 |
| Total fees | 21.65 |
| Funding net | -1.16 |
| Funding accrued (received) | 4.39 |
| Funding paid | 5.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 16 |
| Los Trades | 18 |
| Win Rate, % | 47.06 |
| Expectancy per trade | 11.6189 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 6.78 |
| Position max, % of margin balance | 112.39 |
| Max Drawdown | 126.58 |
| Max Drawdown, % | 9.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.1432 |
| Recovery Factor (Total PnL / Max DD) | 2.9407 |
| Sharpe ratio (monthly) | 1.4969 |
| Sortino ratio (monthly) | 4.3563 |
| CAGR, % | 14.00 |
| Calmar ratio (CAGR / Max DD%) | 1.5544 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 395.04 | Fee: 21.65 | Vol: 60486.17
Realized PnL by Symbol
Details
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