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
1414.76
Total PnL
414.76 (41.48%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
312.66 (26.67%)
Total Fees
8.15
Position avg (max), %
31.74 (49.23)
Profit Factor
1.74
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% | -15.36% | -0.52% | 1.37% | -3.13% | -1.09% | 2.39% | -1.19% | 4.17% | -1.87% | -5.88% |
| 2025 | -3.99% | 7.25% | -1.74% | 4.24% | 13.13% | -10.78% | 14.42% | 7.66% | -0.63% | 1.80% | 4.87% | -1.98% | 36.35% |
| 2026 | 6.84% | 1.17% | -0.61% | -0.95% | 3.61% | 0.00% | — | — | — | — | — | — | 10.26% |
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 | 1414.76 |
| Min balance | 859.69 |
| Max balance | 1470.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 14.55 |
| Worst month, % | -15.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 414.76 |
| Total PnL, % | 41.48 |
| Gross profit | 1016.41 |
| Gross loss | 584.73 |
| Trading volume (USDT) | 22641.43 |
| Total transactions (buy/sell) | 36 |
| Total fees | 8.15 |
| Funding net | -8.77 |
| Funding accrued (received) | 16.20 |
| Funding paid | 24.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 12.3337 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.74 |
| Position max, % of margin balance | 49.23 |
| Max Drawdown | 312.66 |
| Max Drawdown, % | 26.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7383 |
| Recovery Factor (Total PnL / Max DD) | 1.3266 |
| Sharpe ratio (monthly) | 0.7419 |
| Sortino ratio (monthly) | 1.2494 |
| CAGR, % | 15.45 |
| Calmar ratio (CAGR / Max DD%) | 0.5794 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 431.68 | Fee: 8.15 | Vol: 22641.43
Realized PnL by Symbol
Details
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