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
1750.07
Total PnL
750.07 (75.01%)
Total Trades (Win/Los)
25 (15/10)
Win Rate
60.00%
Max Drawdown
85.38 (6.78%)
Total Fees
11.77
Position avg (max), %
5.40 (103.97)
Profit Factor
10.11
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 | 4.55% | 1.00% | 0.28% | -0.61% | 0.70% | -0.32% | 3.88% | 0.67% | -0.07% | 11.94% | 3.60% | -0.30% | 27.63% |
| 2025 | -0.04% | 10.51% | 0.30% | 0.03% | -0.51% | 1.40% | 3.27% | 0.46% | -0.18% | 17.14% | 0.50% | 0.02% | 36.33% |
| 2026 | 0.31% | 0.28% | -0.08% | -0.08% | 0.15% | 0.00% | — | — | — | — | — | — | 0.58% |
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 | 1750.07 |
| Min balance | 956.56 |
| Max balance | 1752.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.88 |
| Average monthly return (arithmetic), % | 1.96 |
| Best month, % | 17.14 |
| Worst month, % | -0.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 750.07 |
| Total PnL, % | 75.01 |
| Gross profit | 847.94 |
| Gross loss | 83.84 |
| Trading volume (USDT) | 33039.89 |
| Total transactions (buy/sell) | 26 |
| Total fees | 11.77 |
| Funding net | -2.26 |
| Funding accrued (received) | 2.81 |
| Funding paid | 5.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 15 |
| Los Trades | 10 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 30.5639 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 5.40 |
| Position max, % of margin balance | 103.97 |
| Max Drawdown | 85.38 |
| Max Drawdown, % | 6.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 10.1135 |
| Recovery Factor (Total PnL / Max DD) | 8.7849 |
| Sharpe ratio (monthly) | 1.6684 |
| Sortino ratio (monthly) | 39.5301 |
| CAGR, % | 26.08 |
| Calmar ratio (CAGR / Max DD%) | 3.8455 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 764.10 | Fee: 11.77 | Vol: 33039.89
Realized PnL by Symbol
Details
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