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
1417.44
Total PnL
417.44 (41.74%)
Total Trades (Win/Los)
37 (15/22)
Win Rate
40.54%
Max Drawdown
337.48 (28.79%)
Total Fees
8.77
Position avg (max), %
31.44 (47.59)
Profit Factor
1.73
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 | -6.16% | 14.55% | 3.52% | -11.21% | 2.79% | 1.47% | -9.03% | -5.61% | 2.25% | -1.12% | 4.45% | -2.04% | -8.48% |
| 2025 | -3.88% | 6.89% | 4.95% | 3.18% | 12.09% | -8.22% | 13.75% | 7.37% | 0.37% | -5.21% | 7.86% | -2.31% | 40.14% |
| 2026 | 6.84% | 0.22% | -0.61% | 0.26% | 3.60% | 0.00% | — | — | — | — | — | — | 10.54% |
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 | 1417.44 |
| Min balance | 834.87 |
| Max balance | 1462.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.17 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 14.55 |
| Worst month, % | -11.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 417.44 |
| Total PnL, % | 41.74 |
| Gross profit | 1035.90 |
| Gross loss | 600.19 |
| Trading volume (USDT) | 24380.61 |
| Total transactions (buy/sell) | 38 |
| Total fees | 8.77 |
| Funding net | -9.50 |
| Funding accrued (received) | 15.90 |
| Funding paid | 25.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 15 |
| Los Trades | 22 |
| Win Rate, % | 40.54 |
| Expectancy per trade | 11.7760 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.44 |
| Position max, % of margin balance | 47.59 |
| Max Drawdown | 337.48 |
| Max Drawdown, % | 28.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7260 |
| Recovery Factor (Total PnL / Max DD) | 1.2369 |
| Sharpe ratio (monthly) | 0.7502 |
| Sortino ratio (monthly) | 1.2999 |
| CAGR, % | 15.54 |
| Calmar ratio (CAGR / Max DD%) | 0.5399 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 435.71 | Fee: 8.77 | Vol: 24380.61
Realized PnL by Symbol
Details
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