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
1238.91
Total PnL
238.91 (23.89%)
Total Trades (Win/Los)
33 (15/18)
Win Rate
45.45%
Max Drawdown
274.77 (23.50%)
Total Fees
8.07
Position avg (max), %
31.04 (45.57)
Profit Factor
1.37
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 | -6.49% | 14.60% | -5.90% | -2.71% | 4.91% | -0.89% | -3.19% | -1.46% | 0.02% | -1.14% | 3.49% | -2.07% | -2.49% |
| 2025 | 0.41% | 4.36% | 5.38% | 3.34% | 12.36% | -10.98% | 12.76% | -3.14% | -0.74% | -8.74% | 7.10% | -4.27% | 15.79% |
| 2026 | 7.11% | 1.01% | -1.17% | -1.02% | 3.69% | 0.00% | — | — | — | — | — | — | 9.74% |
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 | 1238.91 |
| Min balance | 894.28 |
| Max balance | 1297.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.72 |
| Average monthly return (arithmetic), % | 0.89 |
| Best month, % | 14.60 |
| Worst month, % | -10.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 238.91 |
| Total PnL, % | 23.89 |
| Gross profit | 924.88 |
| Gross loss | 673.54 |
| Trading volume (USDT) | 22438.19 |
| Total transactions (buy/sell) | 34 |
| Total fees | 8.07 |
| Funding net | -4.37 |
| Funding accrued (received) | 17.93 |
| Funding paid | 22.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 15 |
| Los Trades | 18 |
| Win Rate, % | 45.45 |
| Expectancy per trade | 7.6166 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.04 |
| Position max, % of margin balance | 45.57 |
| Max Drawdown | 274.77 |
| Max Drawdown, % | 23.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3732 |
| Recovery Factor (Total PnL / Max DD) | 0.8695 |
| Sharpe ratio (monthly) | 0.5206 |
| Sortino ratio (monthly) | 0.9261 |
| CAGR, % | 9.28 |
| Calmar ratio (CAGR / Max DD%) | 0.3947 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 251.35 | Fee: 8.07 | Vol: 22438.19
Realized PnL by Symbol
Details
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