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
1303.91
Total PnL
303.91 (30.39%)
Total Trades (Win/Los)
41 (14/27)
Win Rate
34.15%
Max Drawdown
300.77 (25.45%)
Total Fees
9.70
Position avg (max), %
31.89 (47.69)
Profit Factor
1.45
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 | -5.23% | 14.40% | 3.49% | -10.23% | 3.10% | 1.44% | -6.81% | -5.10% | 2.34% | -1.16% | 5.10% | -2.08% | -3.03% |
| 2025 | -6.22% | 2.14% | 5.01% | 4.11% | 12.12% | -8.24% | 13.79% | 7.39% | 1.37% | -14.62% | 7.87% | -2.22% | 20.19% |
| 2026 | 6.89% | 0.85% | -0.62% | 0.92% | 3.50% | 0.00% | — | — | — | — | — | — | 11.90% |
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 | 1303.91 |
| Min balance | 880.96 |
| Max balance | 1350.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.89 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 14.40 |
| Worst month, % | -14.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 303.91 |
| Total PnL, % | 30.39 |
| Gross profit | 1036.01 |
| Gross loss | 713.02 |
| Trading volume (USDT) | 26952.78 |
| Total transactions (buy/sell) | 42 |
| Total fees | 9.70 |
| Funding net | -9.39 |
| Funding accrued (received) | 15.94 |
| Funding paid | 25.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 14 |
| Los Trades | 27 |
| Win Rate, % | 34.15 |
| Expectancy per trade | 7.8779 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.89 |
| Position max, % of margin balance | 47.69 |
| Max Drawdown | 300.77 |
| Max Drawdown, % | 25.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4530 |
| Recovery Factor (Total PnL / Max DD) | 1.0104 |
| Sharpe ratio (monthly) | 0.5784 |
| Sortino ratio (monthly) | 0.9096 |
| CAGR, % | 11.62 |
| Calmar ratio (CAGR / Max DD%) | 0.4564 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 323.00 | Fee: 9.70 | Vol: 26952.78
Realized PnL by Symbol
Details
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