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
1796.01
Total PnL
796.01 (79.60%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
175.92 (10.53%)
Total Fees
4.74
Position avg (max), %
29.66 (47.45)
Profit Factor
5.02
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% | -6.38% | 5.88% | 2.83% | -1.58% | -3.22% | 3.28% | -3.03% | -1.07% | 13.79% | -5.48% | 9.94% |
| 2025 | 0.46% | 9.72% | 3.49% | 0.29% | 9.43% | -3.40% | 10.69% | 7.35% | -1.54% | 2.02% | 5.48% | -4.13% | 45.94% |
| 2026 | 4.45% | 5.31% | -2.63% | 2.00% | 2.48% | 0.00% | — | — | — | — | — | — | 11.96% |
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 | 1796.01 |
| Min balance | 911.80 |
| Max balance | 1805.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.97 |
| Average monthly return (arithmetic), % | 2.13 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 796.01 |
| Total PnL, % | 79.60 |
| Gross profit | 1009.90 |
| Gross loss | 201.33 |
| Trading volume (USDT) | 13180.46 |
| Total transactions (buy/sell) | 18 |
| Total fees | 4.74 |
| Funding net | -7.81 |
| Funding accrued (received) | 19.17 |
| Funding paid | 26.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 47.5625 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.66 |
| Position max, % of margin balance | 47.45 |
| Max Drawdown | 175.92 |
| Max Drawdown, % | 10.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 5.0160 |
| Recovery Factor (Total PnL / Max DD) | 4.5249 |
| Sharpe ratio (monthly) | 1.2977 |
| Sortino ratio (monthly) | 2.9568 |
| CAGR, % | 27.44 |
| Calmar ratio (CAGR / Max DD%) | 2.6060 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 808.56 | Fee: 4.74 | Vol: 13180.46
Realized PnL by Symbol
Details
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