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
1326.60
Total PnL
326.60 (32.66%)
Total Trades (Win/Los)
29 (12/17)
Win Rate
41.38%
Max Drawdown
368.51 (31.52%)
Total Fees
6.67
Position avg (max), %
31.10 (47.13)
Profit Factor
1.63
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 | -6.49% | 14.60% | 3.54% | -8.60% | -3.44% | -1.58% | -3.54% | -6.53% | 0.06% | -1.17% | 3.91% | -2.14% | -12.63% |
| 2025 | 0.40% | 4.00% | 5.10% | 3.27% | 12.43% | -11.02% | 12.26% | 7.29% | -1.20% | 1.87% | 5.07% | -2.36% | 41.01% |
| 2026 | 5.40% | 4.95% | -5.12% | -1.00% | 3.65% | 0.00% | — | — | — | — | — | — | 7.70% |
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 | 1326.60 |
| Min balance | 800.54 |
| Max balance | 1390.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.12 |
| Best month, % | 14.60 |
| Worst month, % | -11.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 326.60 |
| Total PnL, % | 32.66 |
| Gross profit | 881.24 |
| Gross loss | 540.31 |
| Trading volume (USDT) | 18549.55 |
| Total transactions (buy/sell) | 30 |
| Total fees | 6.67 |
| Funding net | -7.64 |
| Funding accrued (received) | 15.80 |
| Funding paid | 23.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 12 |
| Los Trades | 17 |
| Win Rate, % | 41.38 |
| Expectancy per trade | 11.7559 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.10 |
| Position max, % of margin balance | 47.13 |
| Max Drawdown | 368.51 |
| Max Drawdown, % | 31.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6310 |
| Recovery Factor (Total PnL / Max DD) | 0.8863 |
| Sharpe ratio (monthly) | 0.6536 |
| Sortino ratio (monthly) | 1.1407 |
| CAGR, % | 12.42 |
| Calmar ratio (CAGR / Max DD%) | 0.3939 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 340.92 | Fee: 6.67 | Vol: 18549.55
Realized PnL by Symbol
Details
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