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
1368.69
Total PnL
368.69 (36.87%)
Total Trades (Win/Los)
27 (13/14)
Win Rate
48.15%
Max Drawdown
321.50 (27.71%)
Total Fees
6.28
Position avg (max), %
31.12 (47.52)
Profit Factor
1.76
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 | -7.38% | 14.74% | -5.95% | -2.73% | 2.87% | -0.71% | -3.27% | -1.40% | -3.51% | -1.21% | 3.13% | -2.05% | -8.81% |
| 2025 | 0.38% | 3.52% | 5.36% | -0.33% | 11.64% | -3.43% | 11.24% | 7.36% | -1.18% | -8.54% | 7.51% | -4.47% | 30.43% |
| 2026 | 7.26% | 5.04% | -2.52% | 1.97% | 2.78% | 0.00% | — | — | — | — | — | — | 15.10% |
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 | 1368.69 |
| Min balance | 838.68 |
| Max balance | 1375.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 14.74 |
| Worst month, % | -8.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 368.69 |
| Total PnL, % | 36.87 |
| Gross profit | 884.26 |
| Gross loss | 501.04 |
| Trading volume (USDT) | 17468.05 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.28 |
| Funding net | -8.24 |
| Funding accrued (received) | 15.94 |
| Funding paid | 24.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 13 |
| Los Trades | 14 |
| Win Rate, % | 48.15 |
| Expectancy per trade | 14.1934 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.12 |
| Position max, % of margin balance | 47.52 |
| Max Drawdown | 321.50 |
| Max Drawdown, % | 27.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7649 |
| Recovery Factor (Total PnL / Max DD) | 1.1468 |
| Sharpe ratio (monthly) | 0.7465 |
| Sortino ratio (monthly) | 1.4714 |
| CAGR, % | 13.88 |
| Calmar ratio (CAGR / Max DD%) | 0.5009 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 383.22 | Fee: 6.28 | Vol: 17468.05
Realized PnL by Symbol
Details
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