hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1119.70
Total PnL
119.70 (11.97%)
Total Trades (Win/Los)
140 (43/97)
Win Rate
30.71%
Max Drawdown
353.10 (25.35%)
Total Fees
38.34
Position avg (max), %
31.44 (45.54)
Profit Factor
1.10
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 | 0.79% | 14.59% | 10.67% | -4.97% | 8.00% | -5.23% | 1.05% | -0.28% | 1.06% | 2.83% | -0.03% | -5.76% | 22.65% |
| 2025 | -6.67% | -3.38% | 3.99% | -0.15% | 1.03% | -7.30% | 12.42% | 4.10% | -2.40% | -0.21% | 4.56% | -9.09% | -4.99% |
| 2026 | 9.09% | -0.17% | -10.55% | 1.83% | -3.12% | 0.00% | — | — | — | — | — | — | -3.90% |
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 | 1119.70 |
| Min balance | 978.50 |
| Max balance | 1392.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 0.56 |
| Best month, % | 14.59 |
| Worst month, % | -10.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 119.70 |
| Total PnL, % | 11.97 |
| Gross profit | 1732.10 |
| Gross loss | 1572.04 |
| Trading volume (USDT) | 106520.51 |
| Total transactions (buy/sell) | 141 |
| Total fees | 38.34 |
| Funding net | -2.03 |
| Funding accrued (received) | 21.60 |
| Funding paid | 23.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 140 |
| Win Trades | 43 |
| Los Trades | 97 |
| Win Rate, % | 30.71 |
| Expectancy per trade | 1.1433 |
| Max consecutive wins | 3 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.44 |
| Position max, % of margin balance | 45.54 |
| Max Drawdown | 353.10 |
| Max Drawdown, % | 25.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1018 |
| Recovery Factor (Total PnL / Max DD) | 0.3390 |
| Sharpe ratio (monthly) | 0.3198 |
| Sortino ratio (monthly) | 0.5257 |
| CAGR, % | 4.79 |
| Calmar ratio (CAGR / Max DD%) | 0.1891 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 160.07 | Fee: 38.34 | Vol: 106520.51
Realized PnL by Symbol
Details
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