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
1817.16
Total PnL
817.16 (81.72%)
Total Trades (Win/Los)
15 (10/5)
Win Rate
66.67%
Max Drawdown
194.19 (16.74%)
Total Fees
4.35
Position avg (max), %
29.52 (49.30)
Profit Factor
5.22
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% | -6.66% | 0.47% | -4.72% | 2.00% | 6.56% | -0.64% | -1.04% | 13.41% | -5.35% | 12.81% |
| 2025 | 0.44% | 9.47% | 3.41% | 0.28% | 9.40% | -3.44% | 10.13% | 7.68% | -1.63% | 1.99% | 5.38% | 0.19% | 51.29% |
| 2026 | -0.75% | 5.55% | -2.70% | 1.97% | 2.45% | 0.00% | — | — | — | — | — | — | 6.49% |
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 | 1817.16 |
| Min balance | 911.80 |
| Max balance | 1827.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.01 |
| Average monthly return (arithmetic), % | 2.16 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 817.16 |
| Total PnL, % | 81.72 |
| Gross profit | 1024.40 |
| Gross loss | 196.26 |
| Trading volume (USDT) | 12091.69 |
| Total transactions (buy/sell) | 16 |
| Total fees | 4.35 |
| Funding net | -6.62 |
| Funding accrued (received) | 19.82 |
| Funding paid | 26.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 10 |
| Los Trades | 5 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 55.2089 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.52 |
| Position max, % of margin balance | 49.30 |
| Max Drawdown | 194.19 |
| Max Drawdown, % | 16.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 5.2195 |
| Recovery Factor (Total PnL / Max DD) | 4.2080 |
| Sharpe ratio (monthly) | 1.3535 |
| Sortino ratio (monthly) | 3.1099 |
| CAGR, % | 28.06 |
| Calmar ratio (CAGR / Max DD%) | 1.6765 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 828.13 | Fee: 4.35 | Vol: 12091.69
Realized PnL by Symbol
Details
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