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
1668.77
Total PnL
668.77 (66.88%)
Total Trades (Win/Los)
17 (10/7)
Win Rate
58.82%
Max Drawdown
194.19 (16.74%)
Total Fees
4.54
Position avg (max), %
29.98 (47.62)
Profit Factor
3.72
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% | -6.66% | 0.47% | -4.72% | 2.00% | 6.56% | -0.64% | -1.04% | 3.70% | -5.78% | 2.68% |
| 2025 | 0.44% | 9.37% | 3.38% | -0.97% | 11.29% | -3.44% | 10.73% | 7.38% | -1.57% | 1.95% | 5.28% | -3.95% | 45.80% |
| 2026 | 4.21% | 5.07% | -2.53% | 1.97% | 2.46% | 0.00% | — | — | — | — | — | — | 11.49% |
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 | 1668.77 |
| Min balance | 911.80 |
| Max balance | 1677.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.72 |
| Average monthly return (arithmetic), % | 1.86 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 668.77 |
| Total PnL, % | 66.88 |
| Gross profit | 934.75 |
| Gross loss | 251.05 |
| Trading volume (USDT) | 12613.55 |
| Total transactions (buy/sell) | 18 |
| Total fees | 4.54 |
| Funding net | -10.39 |
| Funding accrued (received) | 16.88 |
| Funding paid | 27.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 10 |
| Los Trades | 7 |
| Win Rate, % | 58.82 |
| Expectancy per trade | 40.2175 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.98 |
| Position max, % of margin balance | 47.62 |
| Max Drawdown | 194.19 |
| Max Drawdown, % | 16.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.7233 |
| Recovery Factor (Total PnL / Max DD) | 3.4438 |
| Sharpe ratio (monthly) | 1.2035 |
| Sortino ratio (monthly) | 2.5408 |
| CAGR, % | 23.62 |
| Calmar ratio (CAGR / Max DD%) | 1.4113 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 683.70 | Fee: 4.54 | Vol: 12613.55
Realized PnL by Symbol
Details
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