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
1348.33
Total PnL
348.33 (34.83%)
Total Trades (Win/Los)
31 (14/17)
Win Rate
45.16%
Max Drawdown
390.47 (33.31%)
Total Fees
7.04
Position avg (max), %
31.01 (47.57)
Profit Factor
1.64
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% | 2.90% | -1.89% | -15.14% |
| 2025 | 0.41% | 4.48% | 5.23% | 3.24% | 11.98% | -10.66% | 13.74% | 7.37% | -0.64% | 1.88% | 5.09% | -1.95% | 45.23% |
| 2026 | 7.07% | 4.87% | -4.95% | -1.02% | 3.59% | 0.00% | — | — | — | — | — | — | 9.43% |
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 | 1348.33 |
| Min balance | 781.88 |
| Max balance | 1411.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.00 |
| Average monthly return (arithmetic), % | 1.21 |
| Best month, % | 14.55 |
| Worst month, % | -15.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 348.33 |
| Total PnL, % | 34.83 |
| Gross profit | 931.81 |
| Gross loss | 569.78 |
| Trading volume (USDT) | 19577.09 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.04 |
| Funding net | -6.66 |
| Funding accrued (received) | 15.94 |
| Funding paid | 22.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 14 |
| Los Trades | 17 |
| Win Rate, % | 45.16 |
| Expectancy per trade | 11.6784 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.01 |
| Position max, % of margin balance | 47.57 |
| Max Drawdown | 390.47 |
| Max Drawdown, % | 33.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6354 |
| Recovery Factor (Total PnL / Max DD) | 0.8921 |
| Sharpe ratio (monthly) | 0.6498 |
| Sortino ratio (monthly) | 1.0355 |
| CAGR, % | 13.17 |
| Calmar ratio (CAGR / Max DD%) | 0.3956 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 362.03 | Fee: 7.04 | Vol: 19577.09
Realized PnL by Symbol
Details
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