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
1416.74
Total PnL
416.74 (41.67%)
Total Trades (Win/Los)
39 (15/24)
Win Rate
38.46%
Max Drawdown
276.76 (24.94%)
Total Fees
8.88
Position avg (max), %
31.57 (49.73)
Profit Factor
1.71
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 | -7.77% | 10.57% | 3.43% | -14.70% | 5.04% | 1.36% | -3.10% | -0.99% | 2.37% | -4.98% | 4.29% | -2.05% | -8.66% |
| 2025 | -3.79% | 6.90% | -0.58% | 4.18% | 13.40% | -10.38% | 14.61% | 7.75% | -0.51% | 1.81% | 4.92% | -1.89% | 39.39% |
| 2026 | 6.84% | 1.29% | -0.61% | -0.12% | 3.61% | 0.00% | — | — | — | — | — | — | 11.30% |
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 | 1416.74 |
| Min balance | 833.00 |
| Max balance | 1460.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.17 |
| Average monthly return (arithmetic), % | 1.36 |
| Best month, % | 14.61 |
| Worst month, % | -14.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 416.74 |
| Total PnL, % | 41.67 |
| Gross profit | 1040.35 |
| Gross loss | 608.04 |
| Trading volume (USDT) | 24690.25 |
| Total transactions (buy/sell) | 40 |
| Total fees | 8.88 |
| Funding net | -6.68 |
| Funding accrued (received) | 16.84 |
| Funding paid | 23.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 15 |
| Los Trades | 24 |
| Win Rate, % | 38.46 |
| Expectancy per trade | 11.0848 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.57 |
| Position max, % of margin balance | 49.73 |
| Max Drawdown | 276.76 |
| Max Drawdown, % | 24.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7110 |
| Recovery Factor (Total PnL / Max DD) | 1.5058 |
| Sharpe ratio (monthly) | 0.7568 |
| Sortino ratio (monthly) | 1.2298 |
| CAGR, % | 15.52 |
| Calmar ratio (CAGR / Max DD%) | 0.6223 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 432.31 | Fee: 8.88 | Vol: 24690.25
Realized PnL by Symbol
Details
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