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
1090.22
Total PnL
90.22 (9.02%)
Total Trades (Win/Los)
59 (21/38)
Win Rate
35.59%
Max Drawdown
366.55 (29.45%)
Total Fees
14.09
Position avg (max), %
32.32 (46.09)
Profit Factor
1.11
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 | -0.73% | 14.81% | 3.58% | -10.10% | 6.91% | 1.88% | -6.34% | 0.13% | 2.34% | -1.10% | 4.94% | -11.10% | 2.35% |
| 2025 | -6.60% | -3.98% | 2.85% | 2.51% | 14.22% | -8.32% | 14.25% | -2.26% | 1.80% | -15.84% | 8.07% | -3.43% | -1.14% |
| 2026 | 4.90% | 2.77% | -0.57% | 0.97% | -0.42% | 0.00% | — | — | — | — | — | — | 7.77% |
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 | 1090.22 |
| Min balance | 878.12 |
| Max balance | 1244.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.29 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 14.81 |
| Worst month, % | -15.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 90.22 |
| Total PnL, % | 9.02 |
| Gross profit | 1106.41 |
| Gross loss | 996.92 |
| Trading volume (USDT) | 39147.22 |
| Total transactions (buy/sell) | 60 |
| Total fees | 14.09 |
| Funding net | -5.18 |
| Funding accrued (received) | 18.01 |
| Funding paid | 23.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 21 |
| Los Trades | 38 |
| Win Rate, % | 35.59 |
| Expectancy per trade | 1.8557 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.32 |
| Position max, % of margin balance | 46.09 |
| Max Drawdown | 366.55 |
| Max Drawdown, % | 29.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1098 |
| Recovery Factor (Total PnL / Max DD) | 0.2461 |
| Sharpe ratio (monthly) | 0.2641 |
| Sortino ratio (monthly) | 0.3956 |
| CAGR, % | 3.64 |
| Calmar ratio (CAGR / Max DD%) | 0.1237 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 109.49 | Fee: 14.09 | Vol: 39147.22
Realized PnL by Symbol
Details
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