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
1426.79
Total PnL
426.79 (42.68%)
Total Trades (Win/Los)
31 (14/17)
Win Rate
45.16%
Max Drawdown
381.10 (32.51%)
Total Fees
7.26
Position avg (max), %
31.21 (49.00)
Profit Factor
1.79
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% | -14.81% | -3.52% | 1.41% | -3.20% | -6.69% | 2.38% | -1.19% | 5.10% | -2.14% | -12.84% |
| 2025 | 0.40% | 6.34% | 5.00% | 3.21% | 12.21% | -10.92% | 14.33% | 7.62% | -0.63% | 1.79% | 4.85% | -1.97% | 47.94% |
| 2026 | 7.28% | 5.01% | -4.99% | -0.17% | 3.58% | 0.00% | — | — | — | — | — | — | 10.67% |
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 | 1426.79 |
| Min balance | 791.25 |
| Max balance | 1482.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.19 |
| Average monthly return (arithmetic), % | 1.41 |
| Best month, % | 14.55 |
| Worst month, % | -14.81 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 426.79 |
| Total PnL, % | 42.68 |
| Gross profit | 1000.89 |
| Gross loss | 558.72 |
| Trading volume (USDT) | 20180.63 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.26 |
| Funding net | -8.12 |
| Funding accrued (received) | 15.95 |
| Funding paid | 24.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 14 |
| Los Trades | 17 |
| Win Rate, % | 45.16 |
| Expectancy per trade | 14.2637 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.21 |
| Position max, % of margin balance | 49.00 |
| Max Drawdown | 381.10 |
| Max Drawdown, % | 32.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7914 |
| Recovery Factor (Total PnL / Max DD) | 1.1199 |
| Sharpe ratio (monthly) | 0.7446 |
| Sortino ratio (monthly) | 1.2184 |
| CAGR, % | 15.86 |
| Calmar ratio (CAGR / Max DD%) | 0.4878 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 442.17 | Fee: 7.26 | Vol: 20180.63
Realized PnL by Symbol
Details
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