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
1167.44
Total PnL
167.44 (16.74%)
Total Trades (Win/Los)
49 (18/31)
Win Rate
36.73%
Max Drawdown
323.20 (27.91%)
Total Fees
11.09
Position avg (max), %
31.86 (46.00)
Profit Factor
1.23
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 | -4.72% | 11.33% | 3.57% | -11.12% | 6.71% | 1.43% | -8.80% | -0.19% | 2.26% | -3.17% | 4.68% | -10.72% | -10.98% |
| 2025 | -4.13% | 7.10% | -0.60% | 4.18% | 13.01% | -8.47% | 14.75% | -3.24% | 0.69% | -5.38% | 7.55% | -6.32% | 17.23% |
| 2026 | 5.10% | 3.07% | -0.63% | 0.24% | 3.69% | 0.00% | — | — | — | — | — | — | 11.89% |
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 | 1167.44 |
| Min balance | 835.00 |
| Max balance | 1196.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.52 |
| Average monthly return (arithmetic), % | 0.73 |
| Best month, % | 14.75 |
| Worst month, % | -11.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 167.44 |
| Total PnL, % | 16.74 |
| Gross profit | 980.93 |
| Gross loss | 798.72 |
| Trading volume (USDT) | 30808.53 |
| Total transactions (buy/sell) | 50 |
| Total fees | 11.09 |
| Funding net | -3.68 |
| Funding accrued (received) | 17.60 |
| Funding paid | 21.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 18 |
| Los Trades | 31 |
| Win Rate, % | 36.73 |
| Expectancy per trade | 3.7185 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.86 |
| Position max, % of margin balance | 46.00 |
| Max Drawdown | 323.20 |
| Max Drawdown, % | 27.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2281 |
| Recovery Factor (Total PnL / Max DD) | 0.5181 |
| Sharpe ratio (monthly) | 0.3870 |
| Sortino ratio (monthly) | 0.6083 |
| CAGR, % | 6.62 |
| Calmar ratio (CAGR / Max DD%) | 0.2373 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 182.21 | Fee: 11.09 | Vol: 30808.53
Realized PnL by Symbol
Details
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