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
1729.17
Total PnL
729.17 (72.92%)
Total Trades (Win/Los)
17 (10/7)
Win Rate
58.82%
Max Drawdown
170.55 (10.49%)
Total Fees
4.72
Position avg (max), %
30.29 (48.75)
Profit Factor
3.93
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% | -4.63% | 2.15% | 7.03% | -0.69% | -1.09% | 3.07% | -5.66% | 6.29% |
| 2025 | 0.47% | 10.05% | 3.60% | -0.99% | 11.41% | -3.41% | 9.99% | 7.58% | -1.63% | 1.88% | 5.09% | -4.24% | 45.64% |
| 2026 | 4.32% | 5.21% | -2.59% | 1.99% | 2.47% | 0.00% | — | — | — | — | — | — | 11.73% |
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 | 1729.17 |
| Min balance | 911.80 |
| Max balance | 1738.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.84 |
| Average monthly return (arithmetic), % | 1.98 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 729.17 |
| Total PnL, % | 72.92 |
| Gross profit | 998.24 |
| Gross loss | 253.84 |
| Trading volume (USDT) | 13120.07 |
| Total transactions (buy/sell) | 18 |
| Total fees | 4.72 |
| Funding net | -10.51 |
| Funding accrued (received) | 17.80 |
| Funding paid | 28.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 10 |
| Los Trades | 7 |
| Win Rate, % | 58.82 |
| Expectancy per trade | 43.7882 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.29 |
| Position max, % of margin balance | 48.75 |
| Max Drawdown | 170.55 |
| Max Drawdown, % | 10.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.9325 |
| Recovery Factor (Total PnL / Max DD) | 4.2753 |
| Sharpe ratio (monthly) | 1.3036 |
| Sortino ratio (monthly) | 2.9298 |
| CAGR, % | 25.46 |
| Calmar ratio (CAGR / Max DD%) | 2.4268 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 744.40 | Fee: 4.72 | Vol: 13120.07
Realized PnL by Symbol
Details
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