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
1586.13
Total PnL
586.13 (58.61%)
Total Trades (Win/Los)
21 (12/9)
Win Rate
57.14%
Max Drawdown
217.75 (18.69%)
Total Fees
5.37
Position avg (max), %
31.02 (46.93)
Profit Factor
2.82
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 | -7.38% | 14.74% | 3.56% | -3.78% | 2.15% | -4.57% | 2.12% | 1.16% | -3.53% | -1.17% | 3.16% | -4.60% | 0.06% |
| 2025 | 0.45% | 3.90% | 5.27% | -0.63% | 11.93% | -3.53% | 10.53% | 7.26% | -1.20% | 1.82% | 4.94% | -4.01% | 41.62% |
| 2026 | 4.45% | 5.35% | -2.63% | 1.98% | 2.47% | 0.00% | — | — | — | — | — | — | 11.96% |
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 | 1586.13 |
| Min balance | 911.80 |
| Max balance | 1594.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.55 |
| Average monthly return (arithmetic), % | 1.67 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 586.13 |
| Total PnL, % | 58.61 |
| Gross profit | 932.84 |
| Gross loss | 330.98 |
| Trading volume (USDT) | 14922.99 |
| Total transactions (buy/sell) | 22 |
| Total fees | 5.37 |
| Funding net | -10.37 |
| Funding accrued (received) | 16.92 |
| Funding paid | 27.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 12 |
| Los Trades | 9 |
| Win Rate, % | 57.14 |
| Expectancy per trade | 28.6602 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.02 |
| Position max, % of margin balance | 46.93 |
| Max Drawdown | 217.75 |
| Max Drawdown, % | 18.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8184 |
| Recovery Factor (Total PnL / Max DD) | 2.6918 |
| Sharpe ratio (monthly) | 1.1489 |
| Sortino ratio (monthly) | 2.4944 |
| CAGR, % | 21.05 |
| Calmar ratio (CAGR / Max DD%) | 1.1263 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 601.86 | Fee: 5.37 | Vol: 14922.99
Realized PnL by Symbol
Details
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