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
1579.16
Total PnL
579.16 (57.92%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
232.22 (16.37%)
Total Fees
6.91
Position avg (max), %
31.00 (47.81)
Profit Factor
2.14
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 | -7.09% | 14.69% | 3.56% | -3.77% | 3.32% | -1.56% | 1.82% | 0.70% | -3.37% | -1.21% | 3.41% | -2.03% | 7.09% |
| 2025 | 0.42% | 3.74% | 5.31% | 3.34% | 12.53% | -11.04% | 12.53% | 7.41% | -1.20% | 1.95% | 5.29% | -3.96% | 39.73% |
| 2026 | 5.19% | 0.42% | -1.64% | -0.82% | 2.43% | 0.00% | — | — | — | — | — | — | 5.55% |
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 | 1579.16 |
| Min balance | 914.69 |
| Max balance | 1687.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.54 |
| Average monthly return (arithmetic), % | 1.68 |
| Best month, % | 14.69 |
| Worst month, % | -11.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 579.16 |
| Total PnL, % | 57.92 |
| Gross profit | 1118.61 |
| Gross loss | 522.35 |
| Trading volume (USDT) | 19197.87 |
| Total transactions (buy/sell) | 26 |
| Total fees | 6.91 |
| Funding net | -10.19 |
| Funding accrued (received) | 18.00 |
| Funding paid | 28.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 23.8504 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.00 |
| Position max, % of margin balance | 47.81 |
| Max Drawdown | 232.22 |
| Max Drawdown, % | 16.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1415 |
| Recovery Factor (Total PnL / Max DD) | 2.4940 |
| Sharpe ratio (monthly) | 1.0716 |
| Sortino ratio (monthly) | 2.1183 |
| CAGR, % | 20.83 |
| Calmar ratio (CAGR / Max DD%) | 1.2722 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 596.26 | Fee: 6.91 | Vol: 19197.87
Realized PnL by Symbol
Details
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