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
1153.55
Total PnL
153.55 (15.35%)
Total Trades (Win/Los)
57 (17/40)
Win Rate
29.82%
Max Drawdown
380.86 (32.06%)
Total Fees
12.74
Position avg (max), %
31.56 (48.68)
Profit Factor
1.22
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 | -4.60% | 14.31% | 3.47% | -9.65% | 3.06% | 1.82% | -5.70% | -7.52% | 2.33% | -4.29% | 0.85% | -0.40% | -8.20% |
| 2025 | -6.12% | -2.01% | 5.01% | 2.58% | 10.18% | -6.40% | 14.26% | 6.10% | 0.47% | -12.93% | 7.86% | -1.43% | 15.22% |
| 2026 | 7.17% | 1.32% | -0.62% | 1.38% | -0.30% | 0.00% | — | — | — | — | — | — | 9.08% |
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 | 1153.55 |
| Min balance | 807.15 |
| Max balance | 1221.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.48 |
| Average monthly return (arithmetic), % | 0.67 |
| Best month, % | 14.31 |
| Worst month, % | -12.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 153.55 |
| Total PnL, % | 15.35 |
| Gross profit | 966.47 |
| Gross loss | 793.87 |
| Trading volume (USDT) | 35409.86 |
| Total transactions (buy/sell) | 58 |
| Total fees | 12.74 |
| Funding net | -6.31 |
| Funding accrued (received) | 16.04 |
| Funding paid | 22.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 57 |
| Win Trades | 17 |
| Los Trades | 40 |
| Win Rate, % | 29.82 |
| Expectancy per trade | 3.0281 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.56 |
| Position max, % of margin balance | 48.68 |
| Max Drawdown | 380.86 |
| Max Drawdown, % | 32.06 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2174 |
| Recovery Factor (Total PnL / Max DD) | 0.4032 |
| Sharpe ratio (monthly) | 0.3709 |
| Sortino ratio (monthly) | 0.5875 |
| CAGR, % | 6.09 |
| Calmar ratio (CAGR / Max DD%) | 0.1901 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 172.60 | Fee: 12.74 | Vol: 35409.86
Realized PnL by Symbol
Details
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