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
1284.61
Total PnL
284.61 (28.46%)
Total Trades (Win/Los)
56 (19/37)
Win Rate
33.93%
Max Drawdown
252.58 (21.44%)
Total Fees
13.84
Position avg (max), %
31.52 (47.94)
Profit Factor
1.36
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 | -5.59% | 14.46% | 3.51% | -8.74% | 3.06% | 1.82% | -2.43% | -1.77% | 3.19% | -8.45% | 3.09% | 0.40% | 0.36% |
| 2025 | -0.70% | -3.03% | 4.82% | 2.87% | 13.90% | -9.94% | 10.55% | 7.43% | -0.51% | -6.57% | 7.37% | -7.35% | 16.97% |
| 2026 | 5.75% | 4.78% | -0.40% | 0.48% | -1.30% | 0.00% | — | — | — | — | — | — | 9.45% |
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 | 1284.61 |
| Min balance | 925.46 |
| Max balance | 1347.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.84 |
| Average monthly return (arithmetic), % | 1.02 |
| Best month, % | 14.46 |
| Worst month, % | -9.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 284.61 |
| Total PnL, % | 28.46 |
| Gross profit | 1138.64 |
| Gross loss | 835.60 |
| Trading volume (USDT) | 38464.35 |
| Total transactions (buy/sell) | 57 |
| Total fees | 13.84 |
| Funding net | -4.58 |
| Funding accrued (received) | 18.72 |
| Funding paid | 23.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 56 |
| Win Trades | 19 |
| Los Trades | 37 |
| Win Rate, % | 33.93 |
| Expectancy per trade | 5.4113 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.52 |
| Position max, % of margin balance | 47.94 |
| Max Drawdown | 252.58 |
| Max Drawdown, % | 21.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3627 |
| Recovery Factor (Total PnL / Max DD) | 1.1268 |
| Sharpe ratio (monthly) | 0.5798 |
| Sortino ratio (monthly) | 0.9751 |
| CAGR, % | 10.93 |
| Calmar ratio (CAGR / Max DD%) | 0.5097 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 303.04 | Fee: 13.84 | Vol: 38464.35
Realized PnL by Symbol
Details
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