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
1758.53
Total PnL
758.53 (75.85%)
Total Trades (Win/Los)
15 (10/5)
Win Rate
66.67%
Max Drawdown
194.19 (16.74%)
Total Fees
4.26
Position avg (max), %
29.96 (48.02)
Profit Factor
4.99
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% | -2.68% | -1.07% | 13.70% | -5.45% | 10.63% |
| 2025 | 0.45% | 9.66% | 3.47% | 0.28% | 9.38% | -4.27% | 9.64% | 7.45% | -1.61% | 1.85% | 5.01% | -4.06% | 42.34% |
| 2026 | 4.13% | 5.43% | -2.76% | 2.04% | 2.53% | 0.00% | — | — | — | — | — | — | 11.70% |
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 | 1758.53 |
| Min balance | 911.80 |
| Max balance | 1768.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.90 |
| Average monthly return (arithmetic), % | 2.06 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 758.53 |
| Total PnL, % | 75.85 |
| Gross profit | 967.12 |
| Gross loss | 193.68 |
| Trading volume (USDT) | 11845.65 |
| Total transactions (buy/sell) | 16 |
| Total fees | 4.26 |
| Funding net | -10.66 |
| Funding accrued (received) | 17.70 |
| Funding paid | 28.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 10 |
| Los Trades | 5 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 51.5633 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.96 |
| Position max, % of margin balance | 48.02 |
| Max Drawdown | 194.19 |
| Max Drawdown, % | 16.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.9935 |
| Recovery Factor (Total PnL / Max DD) | 3.9061 |
| Sharpe ratio (monthly) | 1.2533 |
| Sortino ratio (monthly) | 2.7321 |
| CAGR, % | 26.33 |
| Calmar ratio (CAGR / Max DD%) | 1.5733 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 773.45 | Fee: 4.26 | Vol: 11845.65
Realized PnL by Symbol
Details
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