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
1241.41
Total PnL
241.41 (24.14%)
Total Trades (Win/Los)
63 (24/39)
Win Rate
38.10%
Max Drawdown
310.22 (25.02%)
Total Fees
15.31
Position avg (max), %
31.36 (45.24)
Profit Factor
1.28
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 | -5.64% | 14.47% | 4.24% | -9.79% | 6.80% | 1.37% | -3.47% | 2.80% | 3.73% | -3.22% | 8.69% | -8.40% | 9.06% |
| 2025 | -12.26% | 1.53% | 2.48% | -0.92% | 13.95% | -6.88% | 13.80% | -4.73% | -1.61% | -2.11% | 7.95% | -6.06% | 1.63% |
| 2026 | 5.02% | 2.82% | -0.62% | 0.91% | 3.46% | 0.00% | — | — | — | — | — | — | 12.03% |
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 | 1241.41 |
| Min balance | 929.60 |
| Max balance | 1267.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.72 |
| Average monthly return (arithmetic), % | 0.94 |
| Best month, % | 14.47 |
| Worst month, % | -12.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 241.41 |
| Total PnL, % | 24.14 |
| Gross profit | 1190.88 |
| Gross loss | 930.72 |
| Trading volume (USDT) | 42537.13 |
| Total transactions (buy/sell) | 64 |
| Total fees | 15.31 |
| Funding net | -3.44 |
| Funding accrued (received) | 18.82 |
| Funding paid | 22.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 24 |
| Los Trades | 39 |
| Win Rate, % | 38.10 |
| Expectancy per trade | 4.1295 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.36 |
| Position max, % of margin balance | 45.24 |
| Max Drawdown | 310.22 |
| Max Drawdown, % | 25.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2795 |
| Recovery Factor (Total PnL / Max DD) | 0.7782 |
| Sharpe ratio (monthly) | 0.4898 |
| Sortino ratio (monthly) | 0.8118 |
| CAGR, % | 9.37 |
| Calmar ratio (CAGR / Max DD%) | 0.3744 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 260.16 | Fee: 15.31 | Vol: 42537.13
Realized PnL by Symbol
Details
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