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
1125.12
Total PnL
125.12 (12.51%)
Total Trades (Win/Los)
61 (23/38)
Win Rate
37.70%
Max Drawdown
348.45 (27.97%)
Total Fees
14.67
Position avg (max), %
32.10 (46.04)
Profit Factor
1.14
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 | -0.60% | 14.79% | 3.58% | -10.00% | 8.06% | 1.89% | -5.77% | -1.91% | 2.35% | -0.71% | 4.93% | -11.07% | 2.62% |
| 2025 | -6.10% | -2.60% | 4.54% | 0.28% | 13.98% | -8.20% | 14.03% | -2.23% | 1.77% | -15.27% | 7.90% | -3.37% | 0.56% |
| 2026 | 4.97% | 3.72% | -0.63% | 0.98% | -0.18% | 0.00% | — | — | — | — | — | — | 9.04% |
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 | 1125.12 |
| Min balance | 897.56 |
| Max balance | 1246.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.39 |
| Average monthly return (arithmetic), % | 0.64 |
| Best month, % | 14.79 |
| Worst month, % | -15.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 125.12 |
| Total PnL, % | 12.51 |
| Gross profit | 1149.80 |
| Gross loss | 1004.51 |
| Trading volume (USDT) | 40771.01 |
| Total transactions (buy/sell) | 62 |
| Total fees | 14.67 |
| Funding net | -5.49 |
| Funding accrued (received) | 17.99 |
| Funding paid | 23.48 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 61 |
| Win Trades | 23 |
| Los Trades | 38 |
| Win Rate, % | 37.70 |
| Expectancy per trade | 2.3817 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.10 |
| Position max, % of margin balance | 46.04 |
| Max Drawdown | 348.45 |
| Max Drawdown, % | 27.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1446 |
| Recovery Factor (Total PnL / Max DD) | 0.3591 |
| Sharpe ratio (monthly) | 0.3165 |
| Sortino ratio (monthly) | 0.4846 |
| CAGR, % | 5.00 |
| Calmar ratio (CAGR / Max DD%) | 0.1789 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 145.28 | Fee: 14.67 | Vol: 40771.01
Realized PnL by Symbol
Details
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