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
1339.22
Total PnL
339.22 (33.92%)
Total Trades (Win/Los)
39 (16/23)
Win Rate
41.03%
Max Drawdown
249.62 (21.29%)
Total Fees
9.48
Position avg (max), %
31.67 (45.44)
Profit Factor
1.53
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 | -6.16% | 14.55% | -1.26% | -7.92% | 1.87% | 1.50% | -4.54% | 1.45% | 2.41% | -1.20% | 4.36% | -2.00% | 1.26% |
| 2025 | -5.57% | 6.46% | -1.74% | 4.26% | 13.19% | -9.40% | 14.55% | -1.95% | -0.21% | -3.43% | 6.76% | -2.16% | 19.40% |
| 2026 | 7.20% | 1.36% | -0.62% | -0.99% | 3.61% | 0.00% | — | — | — | — | — | — | 10.78% |
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 | 1339.22 |
| Min balance | 922.73 |
| Max balance | 1392.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.98 |
| Average monthly return (arithmetic), % | 1.15 |
| Best month, % | 14.55 |
| Worst month, % | -9.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 339.22 |
| Total PnL, % | 33.92 |
| Gross profit | 1020.22 |
| Gross loss | 666.54 |
| Trading volume (USDT) | 26355.76 |
| Total transactions (buy/sell) | 40 |
| Total fees | 9.48 |
| Funding net | -4.97 |
| Funding accrued (received) | 18.28 |
| Funding paid | 23.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 16 |
| Los Trades | 23 |
| Win Rate, % | 41.03 |
| Expectancy per trade | 9.0685 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.67 |
| Position max, % of margin balance | 45.44 |
| Max Drawdown | 249.62 |
| Max Drawdown, % | 21.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5306 |
| Recovery Factor (Total PnL / Max DD) | 1.3589 |
| Sharpe ratio (monthly) | 0.6757 |
| Sortino ratio (monthly) | 1.3171 |
| CAGR, % | 12.86 |
| Calmar ratio (CAGR / Max DD%) | 0.6039 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 353.67 | Fee: 9.48 | Vol: 26355.76
Realized PnL by Symbol
Details
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