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
1337.56
Total PnL
337.56 (33.76%)
Total Trades (Win/Los)
27 (13/14)
Win Rate
48.15%
Max Drawdown
321.50 (27.71%)
Total Fees
6.28
Position avg (max), %
31.28 (47.81)
Profit Factor
1.68
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% | 3.37% | 5.37% | -0.62% | 11.69% | -3.44% | 10.92% | 7.41% | -1.19% | -8.91% | 7.59% | -4.52% | 29.09% |
| 2026 | 6.06% | 5.15% | -2.58% | 2.01% | 2.54% | 0.00% | — | — | — | — | — | — | 13.66% |
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 | 1337.56 |
| Min balance | 838.68 |
| Max balance | 1347.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.97 |
| Average monthly return (arithmetic), % | 1.13 |
| Best month, % | 14.74 |
| Worst month, % | -8.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 337.56 |
| Total PnL, % | 33.76 |
| Gross profit | 866.52 |
| Gross loss | 514.99 |
| Trading volume (USDT) | 17462.02 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.28 |
| Funding net | -7.69 |
| Funding accrued (received) | 16.22 |
| Funding paid | 23.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 13 |
| Los Trades | 14 |
| Win Rate, % | 48.15 |
| Expectancy per trade | 13.0197 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.28 |
| Position max, % of margin balance | 47.81 |
| Max Drawdown | 321.50 |
| Max Drawdown, % | 27.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6826 |
| Recovery Factor (Total PnL / Max DD) | 1.0499 |
| Sharpe ratio (monthly) | 0.7008 |
| Sortino ratio (monthly) | 1.3542 |
| CAGR, % | 12.80 |
| Calmar ratio (CAGR / Max DD%) | 0.4619 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 351.53 | Fee: 6.28 | Vol: 17462.02
Realized PnL by Symbol
Details
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