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
1539.53
Total PnL
539.53 (53.95%)
Total Trades (Win/Los)
23 (12/11)
Win Rate
52.17%
Max Drawdown
233.09 (19.93%)
Total Fees
6.14
Position avg (max), %
31.07 (48.83)
Profit Factor
2.26
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 | -7.38% | 14.74% | 3.56% | -3.78% | 0.78% | -1.60% | 1.87% | 0.72% | -5.53% | -1.18% | 3.20% | -1.99% | 1.74% |
| 2025 | 0.39% | 3.55% | 5.20% | -0.34% | 11.76% | -3.49% | 11.64% | 7.59% | -1.23% | 2.00% | 5.41% | -3.82% | 44.21% |
| 2026 | 4.47% | 5.16% | -6.01% | -0.84% | 2.49% | 0.00% | — | — | — | — | — | — | 4.95% |
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 | 1539.53 |
| Min balance | 911.80 |
| Max balance | 1645.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.45 |
| Average monthly return (arithmetic), % | 1.58 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 539.53 |
| Total PnL, % | 53.95 |
| Gross profit | 998.59 |
| Gross loss | 442.65 |
| Trading volume (USDT) | 17081.28 |
| Total transactions (buy/sell) | 24 |
| Total fees | 6.14 |
| Funding net | -10.26 |
| Funding accrued (received) | 17.35 |
| Funding paid | 27.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 12 |
| Los Trades | 11 |
| Win Rate, % | 52.17 |
| Expectancy per trade | 24.1713 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.07 |
| Position max, % of margin balance | 48.83 |
| Max Drawdown | 233.09 |
| Max Drawdown, % | 19.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2559 |
| Recovery Factor (Total PnL / Max DD) | 2.3147 |
| Sharpe ratio (monthly) | 1.0589 |
| Sortino ratio (monthly) | 2.2806 |
| CAGR, % | 19.56 |
| Calmar ratio (CAGR / Max DD%) | 0.9817 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 555.94 | Fee: 6.14 | Vol: 17081.28
Realized PnL by Symbol
Details
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