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
1414.19
Total PnL
414.19 (41.42%)
Total Trades (Win/Los)
33 (14/19)
Win Rate
42.42%
Max Drawdown
334.65 (28.55%)
Total Fees
7.69
Position avg (max), %
31.14 (49.37)
Profit Factor
1.75
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% | -14.25% | 1.62% | 1.61% | -3.40% | -6.75% | 2.25% | -1.12% | 4.43% | -2.04% | -8.19% |
| 2025 | -6.55% | 7.06% | 5.07% | 3.25% | 12.36% | -10.84% | 14.47% | 7.69% | -0.50% | 1.80% | 4.88% | -1.99% | 39.56% |
| 2026 | 6.85% | 4.70% | -4.77% | 0.02% | 3.61% | 0.00% | — | — | — | — | — | — | 10.40% |
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 | 1414.19 |
| Min balance | 837.70 |
| Max balance | 1460.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 14.55 |
| Worst month, % | -14.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 414.19 |
| Total PnL, % | 41.42 |
| Gross profit | 1002.92 |
| Gross loss | 573.02 |
| Trading volume (USDT) | 21362.02 |
| Total transactions (buy/sell) | 34 |
| Total fees | 7.69 |
| Funding net | -8.02 |
| Funding accrued (received) | 16.10 |
| Funding paid | 24.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 14 |
| Los Trades | 19 |
| Win Rate, % | 42.42 |
| Expectancy per trade | 13.0273 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.14 |
| Position max, % of margin balance | 49.37 |
| Max Drawdown | 334.65 |
| Max Drawdown, % | 28.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7502 |
| Recovery Factor (Total PnL / Max DD) | 1.2377 |
| Sharpe ratio (monthly) | 0.7246 |
| Sortino ratio (monthly) | 1.1812 |
| CAGR, % | 15.43 |
| Calmar ratio (CAGR / Max DD%) | 0.5406 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 429.90 | Fee: 7.69 | Vol: 21362.02
Realized PnL by Symbol
Details
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