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
1456.88
Total PnL
456.88 (45.69%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
306.00 (26.10%)
Total Fees
8.31
Position avg (max), %
31.74 (48.06)
Profit Factor
1.81
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 | -6.16% | 14.55% | 3.52% | -14.81% | -0.52% | 1.36% | -3.11% | -0.99% | 2.37% | -1.18% | 5.18% | -2.12% | -4.49% |
| 2025 | -3.93% | 7.56% | -0.56% | 4.21% | 13.46% | -10.87% | 13.93% | 7.46% | -0.61% | 1.75% | 4.75% | -1.94% | 37.70% |
| 2026 | 7.13% | 1.39% | -0.65% | -0.99% | 3.69% | 0.00% | — | — | — | — | — | — | 10.80% |
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 | 1456.88 |
| Min balance | 866.35 |
| Max balance | 1511.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.26 |
| Average monthly return (arithmetic), % | 1.46 |
| Best month, % | 14.55 |
| Worst month, % | -14.81 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 456.88 |
| Total PnL, % | 45.69 |
| Gross profit | 1058.99 |
| Gross loss | 585.16 |
| Trading volume (USDT) | 23086.98 |
| Total transactions (buy/sell) | 36 |
| Total fees | 8.31 |
| Funding net | -8.64 |
| Funding accrued (received) | 16.63 |
| Funding paid | 25.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 13.5381 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.74 |
| Position max, % of margin balance | 48.06 |
| Max Drawdown | 306.00 |
| Max Drawdown, % | 26.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8098 |
| Recovery Factor (Total PnL / Max DD) | 1.4931 |
| Sharpe ratio (monthly) | 0.7993 |
| Sortino ratio (monthly) | 1.3645 |
| CAGR, % | 16.86 |
| Calmar ratio (CAGR / Max DD%) | 0.6460 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 473.84 | Fee: 8.31 | Vol: 23086.98
Realized PnL by Symbol
Details
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