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
1191.32
Total PnL
191.32 (19.13%)
Total Trades (Win/Los)
63 (25/38)
Win Rate
39.68%
Max Drawdown
332.96 (26.71%)
Total Fees
15.54
Position avg (max), %
32.10 (46.03)
Profit Factor
1.22
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 | -0.56% | 14.78% | 3.57% | -9.75% | 8.03% | 1.88% | -5.75% | -1.13% | 2.32% | -0.36% | 1.02% | -10.72% | 0.62% |
| 2025 | -2.58% | -2.63% | 4.74% | 1.35% | 14.30% | -8.53% | 14.69% | -1.09% | 1.69% | -14.53% | 7.49% | -3.43% | 7.73% |
| 2026 | 5.21% | 3.90% | -0.63% | 1.39% | -0.20% | 0.00% | — | — | — | — | — | — | 9.93% |
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 | 1191.32 |
| Min balance | 913.42 |
| Max balance | 1258.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.59 |
| Average monthly return (arithmetic), % | 0.82 |
| Best month, % | 14.78 |
| Worst month, % | -14.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 191.32 |
| Total PnL, % | 19.13 |
| Gross profit | 1181.62 |
| Gross loss | 969.12 |
| Trading volume (USDT) | 43174.19 |
| Total transactions (buy/sell) | 64 |
| Total fees | 15.54 |
| Funding net | -5.64 |
| Funding accrued (received) | 18.44 |
| Funding paid | 24.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 25 |
| Los Trades | 38 |
| Win Rate, % | 39.68 |
| Expectancy per trade | 3.3729 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.10 |
| Position max, % of margin balance | 46.03 |
| Max Drawdown | 332.96 |
| Max Drawdown, % | 26.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2193 |
| Recovery Factor (Total PnL / Max DD) | 0.5746 |
| Sharpe ratio (monthly) | 0.4153 |
| Sortino ratio (monthly) | 0.6565 |
| CAGR, % | 7.52 |
| Calmar ratio (CAGR / Max DD%) | 0.2815 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 212.50 | Fee: 15.54 | Vol: 43174.19
Realized PnL by Symbol
Details
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