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
1442.72
Total PnL
442.72 (44.27%)
Total Trades (Win/Los)
94 (19/75)
Win Rate
20.21%
Max Drawdown
337.18 (27.62%)
Total Fees
25.01
Position avg (max), %
32.12 (48.58)
Profit Factor
1.51
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 | -3.81% | 12.27% | 3.51% | -2.80% | 5.23% | 0.58% | -1.74% | 1.95% | 3.10% | -13.98% | 9.59% | -3.79% | 7.72% |
| 2025 | -14.13% | 0.82% | 4.99% | 4.38% | 14.17% | -4.66% | 12.67% | 7.55% | -0.44% | -4.71% | 6.80% | -2.86% | 23.16% |
| 2026 | 7.92% | 4.84% | -1.37% | -2.06% | -0.48% | 0.00% | — | — | — | — | — | — | 8.76% |
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 | 1442.72 |
| Min balance | 883.55 |
| Max balance | 1530.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.23 |
| Average monthly return (arithmetic), % | 1.45 |
| Best month, % | 14.17 |
| Worst month, % | -14.13 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 442.72 |
| Total PnL, % | 44.27 |
| Gross profit | 1402.98 |
| Gross loss | 928.09 |
| Trading volume (USDT) | 69493.25 |
| Total transactions (buy/sell) | 95 |
| Total fees | 25.01 |
| Funding net | -7.15 |
| Funding accrued (received) | 19.17 |
| Funding paid | 26.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 94 |
| Win Trades | 19 |
| Los Trades | 75 |
| Win Rate, % | 20.21 |
| Expectancy per trade | 5.0520 |
| Max consecutive wins | 2 |
| Max consecutive losses | 14 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.12 |
| Position max, % of margin balance | 48.58 |
| Max Drawdown | 337.18 |
| Max Drawdown, % | 27.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5117 |
| Recovery Factor (Total PnL / Max DD) | 1.3130 |
| Sharpe ratio (monthly) | 0.7572 |
| Sortino ratio (monthly) | 1.2394 |
| CAGR, % | 16.39 |
| Calmar ratio (CAGR / Max DD%) | 0.5934 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 474.89 | Fee: 25.01 | Vol: 69493.25
Realized PnL by Symbol
Details
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