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
1269.60
Total PnL
269.60 (26.96%)
Total Trades (Win/Los)
43 (16/27)
Win Rate
37.21%
Max Drawdown
249.62 (21.21%)
Total Fees
10.39
Position avg (max), %
31.18 (45.26)
Profit Factor
1.39
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 | -5.69% | 14.47% | -1.25% | -7.88% | 3.34% | 1.47% | -3.17% | 1.50% | 2.33% | -1.16% | 5.17% | -2.06% | 5.43% |
| 2025 | -10.38% | 7.64% | -0.54% | 4.08% | 13.07% | -9.32% | 14.41% | -2.29% | -5.63% | -3.07% | 6.30% | -2.06% | 9.01% |
| 2026 | 7.05% | 1.26% | -0.62% | -1.00% | 3.60% | 0.00% | — | — | — | — | — | — | 10.49% |
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 | 1269.60 |
| Min balance | 927.47 |
| Max balance | 1320.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 0.99 |
| Best month, % | 14.47 |
| Worst month, % | -10.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 269.60 |
| Total PnL, % | 26.96 |
| Gross profit | 1023.17 |
| Gross loss | 737.93 |
| Trading volume (USDT) | 28860.28 |
| Total transactions (buy/sell) | 44 |
| Total fees | 10.39 |
| Funding net | -5.26 |
| Funding accrued (received) | 17.71 |
| Funding paid | 22.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 16 |
| Los Trades | 27 |
| Win Rate, % | 37.21 |
| Expectancy per trade | 6.6336 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.18 |
| Position max, % of margin balance | 45.26 |
| Max Drawdown | 249.62 |
| Max Drawdown, % | 21.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3866 |
| Recovery Factor (Total PnL / Max DD) | 1.0801 |
| Sharpe ratio (monthly) | 0.5528 |
| Sortino ratio (monthly) | 0.9874 |
| CAGR, % | 10.39 |
| Calmar ratio (CAGR / Max DD%) | 0.4899 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 285.25 | Fee: 10.39 | Vol: 28860.28
Realized PnL by Symbol
Details
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