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
1760.76
Total PnL
760.76 (76.08%)
Total Trades (Win/Los)
21 (13/8)
Win Rate
61.90%
Max Drawdown
342.80 (19.02%)
Total Fees
6.15
Position avg (max), %
31.10 (49.47)
Profit Factor
3.05
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% | 5.85% | 3.33% | -0.71% | -3.44% | 3.81% | -0.12% | -1.11% | 14.21% | -1.94% | 20.37% |
| 2025 | 0.42% | 3.74% | 5.40% | -0.87% | 12.16% | -3.57% | 11.40% | 7.71% | -1.66% | -9.20% | 7.44% | -4.56% | 29.32% |
| 2026 | 5.59% | 5.12% | -2.57% | 2.04% | 2.53% | 0.00% | — | — | — | — | — | — | 13.13% |
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 | 1760.76 |
| Min balance | 911.80 |
| Max balance | 1802.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.90 |
| Average monthly return (arithmetic), % | 2.08 |
| Best month, % | 14.74 |
| Worst month, % | -9.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 760.76 |
| Total PnL, % | 76.08 |
| Gross profit | 1154.70 |
| Gross loss | 378.40 |
| Trading volume (USDT) | 17106.46 |
| Total transactions (buy/sell) | 22 |
| Total fees | 6.15 |
| Funding net | -9.39 |
| Funding accrued (received) | 20.22 |
| Funding paid | 29.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 13 |
| Los Trades | 8 |
| Win Rate, % | 61.90 |
| Expectancy per trade | 36.9667 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.10 |
| Position max, % of margin balance | 49.47 |
| Max Drawdown | 342.80 |
| Max Drawdown, % | 19.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.0515 |
| Recovery Factor (Total PnL / Max DD) | 2.2193 |
| Sharpe ratio (monthly) | 1.1962 |
| Sortino ratio (monthly) | 2.5717 |
| CAGR, % | 26.40 |
| Calmar ratio (CAGR / Max DD%) | 1.3882 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 776.30 | Fee: 6.15 | Vol: 17106.46
Realized PnL by Symbol
Details
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