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
1401.65
Total PnL
401.65 (40.16%)
Total Trades (Win/Los)
31 (14/17)
Win Rate
45.16%
Max Drawdown
387.97 (33.09%)
Total Fees
7.20
Position avg (max), %
31.25 (49.27)
Profit Factor
1.74
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% | -15.36% | -3.54% | 1.42% | -3.22% | -6.83% | 2.40% | -1.20% | 5.15% | -2.16% | -13.53% |
| 2025 | 0.41% | 6.38% | 5.04% | 3.23% | 12.29% | -10.99% | 14.43% | 7.67% | -0.63% | 1.80% | 4.88% | -1.98% | 48.30% |
| 2026 | 6.84% | 4.69% | -4.77% | -0.99% | 3.65% | 0.00% | — | — | — | — | — | — | 9.32% |
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 | 1401.65 |
| Min balance | 784.38 |
| Max balance | 1461.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.13 |
| Average monthly return (arithmetic), % | 1.35 |
| Best month, % | 14.55 |
| Worst month, % | -15.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 401.65 |
| Total PnL, % | 40.16 |
| Gross profit | 981.64 |
| Gross loss | 564.82 |
| Trading volume (USDT) | 20005.36 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.20 |
| Funding net | -7.98 |
| Funding accrued (received) | 15.88 |
| Funding paid | 23.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 14 |
| Los Trades | 17 |
| Win Rate, % | 45.16 |
| Expectancy per trade | 13.4460 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.25 |
| Position max, % of margin balance | 49.27 |
| Max Drawdown | 387.97 |
| Max Drawdown, % | 33.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7380 |
| Recovery Factor (Total PnL / Max DD) | 1.0352 |
| Sharpe ratio (monthly) | 0.7089 |
| Sortino ratio (monthly) | 1.1475 |
| CAGR, % | 15.01 |
| Calmar ratio (CAGR / Max DD%) | 0.4535 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 416.82 | Fee: 7.20 | Vol: 20005.36
Realized PnL by Symbol
Details
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