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
1083.88
Total PnL
83.88 (8.39%)
Total Trades (Win/Los)
55 (15/40)
Win Rate
27.27%
Max Drawdown
379.49 (31.95%)
Total Fees
12.19
Position avg (max), %
31.92 (49.84)
Profit Factor
1.12
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 | -4.63% | 14.31% | 3.47% | -9.81% | 3.07% | 1.83% | -5.71% | -7.95% | 2.35% | -4.58% | 4.24% | -1.90% | -7.44% |
| 2025 | -6.42% | -2.39% | 5.01% | 1.52% | 10.28% | -8.43% | 14.65% | 6.35% | 0.56% | -14.49% | 7.29% | -2.23% | 8.13% |
| 2026 | 6.97% | 1.21% | -0.62% | 0.97% | -0.29% | 0.00% | — | — | — | — | — | — | 8.31% |
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 | 1083.88 |
| Min balance | 808.15 |
| Max balance | 1192.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.27 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 14.65 |
| Worst month, % | -14.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 83.88 |
| Total PnL, % | 8.39 |
| Gross profit | 951.98 |
| Gross loss | 848.42 |
| Trading volume (USDT) | 33858.45 |
| Total transactions (buy/sell) | 56 |
| Total fees | 12.19 |
| Funding net | -7.50 |
| Funding accrued (received) | 15.30 |
| Funding paid | 22.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 55 |
| Win Trades | 15 |
| Los Trades | 40 |
| Win Rate, % | 27.27 |
| Expectancy per trade | 1.8829 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.92 |
| Position max, % of margin balance | 49.84 |
| Max Drawdown | 379.49 |
| Max Drawdown, % | 31.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1221 |
| Recovery Factor (Total PnL / Max DD) | 0.2210 |
| Sharpe ratio (monthly) | 0.2553 |
| Sortino ratio (monthly) | 0.3866 |
| CAGR, % | 3.39 |
| Calmar ratio (CAGR / Max DD%) | 0.1061 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 103.56 | Fee: 12.19 | Vol: 33858.45
Realized PnL by Symbol
Details
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