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
1185.18
Total PnL
185.18 (18.52%)
Total Trades (Win/Los)
91 (35/56)
Win Rate
38.46%
Max Drawdown
475.52 (32.31%)
Total Fees
25.02
Position avg (max), %
31.20 (44.58)
Profit Factor
1.17
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 | 3.49% | 14.20% | 5.71% | -6.10% | 7.97% | 1.88% | 3.36% | 2.03% | -1.20% | 1.01% | -1.86% | -5.66% | 25.74% |
| 2025 | -8.88% | -1.25% | 4.73% | -4.73% | -1.34% | -6.84% | 11.18% | 3.12% | 0.28% | -1.84% | 2.35% | -3.70% | -8.21% |
| 2026 | 8.55% | 3.50% | -9.46% | 1.39% | -0.42% | 0.00% | — | — | — | — | — | — | 2.71% |
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 | 1185.18 |
| Min balance | 986.30 |
| Max balance | 1471.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.57 |
| Average monthly return (arithmetic), % | 0.72 |
| Best month, % | 14.20 |
| Worst month, % | -9.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 185.18 |
| Total PnL, % | 18.52 |
| Gross profit | 1489.57 |
| Gross loss | 1276.58 |
| Trading volume (USDT) | 69519.11 |
| Total transactions (buy/sell) | 92 |
| Total fees | 25.02 |
| Funding net | -2.79 |
| Funding accrued (received) | 21.11 |
| Funding paid | 23.89 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 35 |
| Los Trades | 56 |
| Win Rate, % | 38.46 |
| Expectancy per trade | 2.3406 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.20 |
| Position max, % of margin balance | 44.58 |
| Max Drawdown | 475.52 |
| Max Drawdown, % | 32.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1668 |
| Recovery Factor (Total PnL / Max DD) | 0.3894 |
| Sharpe ratio (monthly) | 0.4536 |
| Sortino ratio (monthly) | 0.7451 |
| CAGR, % | 7.29 |
| Calmar ratio (CAGR / Max DD%) | 0.2256 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 212.99 | Fee: 25.02 | Vol: 69519.11
Realized PnL by Symbol
Details
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