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
1560.35
Total PnL
560.35 (56.03%)
Total Trades (Win/Los)
27 (12/15)
Win Rate
44.44%
Max Drawdown
225.59 (16.56%)
Total Fees
7.17
Position avg (max), %
30.91 (49.38)
Profit Factor
2.17
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 | -6.49% | 14.60% | 3.54% | -3.75% | 3.30% | -1.55% | -3.83% | -1.50% | 0.06% | -1.17% | 3.16% | -1.97% | 2.89% |
| 2025 | 0.39% | 4.14% | 5.11% | 3.27% | 12.40% | -11.17% | 13.06% | 7.69% | -1.31% | 1.80% | 4.88% | -3.74% | 39.91% |
| 2026 | 5.69% | 1.14% | -1.15% | -1.00% | 3.62% | 0.00% | — | — | — | — | — | — | 8.40% |
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 | 1560.35 |
| Min balance | 920.66 |
| Max balance | 1634.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.49 |
| Average monthly return (arithmetic), % | 1.64 |
| Best month, % | 14.60 |
| Worst month, % | -11.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 560.35 |
| Total PnL, % | 56.03 |
| Gross profit | 1071.42 |
| Gross loss | 494.81 |
| Trading volume (USDT) | 19919.49 |
| Total transactions (buy/sell) | 28 |
| Total fees | 7.17 |
| Funding net | -9.10 |
| Funding accrued (received) | 17.87 |
| Funding paid | 26.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 12 |
| Los Trades | 15 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 21.3560 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.91 |
| Position max, % of margin balance | 49.38 |
| Max Drawdown | 225.59 |
| Max Drawdown, % | 16.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1653 |
| Recovery Factor (Total PnL / Max DD) | 2.4839 |
| Sharpe ratio (monthly) | 1.0373 |
| Sortino ratio (monthly) | 2.0821 |
| CAGR, % | 20.23 |
| Calmar ratio (CAGR / Max DD%) | 1.2215 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 576.61 | Fee: 7.17 | Vol: 19919.49
Realized PnL by Symbol
Details
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