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
1305.08
Total PnL
305.08 (30.51%)
Total Trades (Win/Los)
46 (19/27)
Win Rate
41.30%
Max Drawdown
274.25 (23.43%)
Total Fees
11.03
Position avg (max), %
31.60 (46.10)
Profit Factor
1.45
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 | -6.34% | 14.57% | 3.53% | -11.90% | 3.40% | 1.89% | -3.25% | -1.84% | 2.99% | -1.19% | 2.17% | -0.38% | 1.43% |
| 2025 | -1.93% | -5.76% | 4.97% | 2.56% | 14.35% | -6.41% | 6.13% | 7.07% | -0.53% | -6.49% | 6.85% | -1.42% | 18.55% |
| 2026 | 6.96% | 4.62% | -2.93% | 0.36% | -0.42% | 0.00% | — | — | — | — | — | — | 8.56% |
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 | 1305.08 |
| Min balance | 896.31 |
| Max balance | 1393.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.89 |
| Average monthly return (arithmetic), % | 1.05 |
| Best month, % | 14.57 |
| Worst month, % | -11.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 305.08 |
| Total PnL, % | 30.51 |
| Gross profit | 1034.55 |
| Gross loss | 711.96 |
| Trading volume (USDT) | 30657.86 |
| Total transactions (buy/sell) | 47 |
| Total fees | 11.03 |
| Funding net | -6.49 |
| Funding accrued (received) | 17.46 |
| Funding paid | 23.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 19 |
| Los Trades | 27 |
| Win Rate, % | 41.30 |
| Expectancy per trade | 7.0129 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.60 |
| Position max, % of margin balance | 46.10 |
| Max Drawdown | 274.25 |
| Max Drawdown, % | 23.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4531 |
| Recovery Factor (Total PnL / Max DD) | 1.1124 |
| Sharpe ratio (monthly) | 0.6356 |
| Sortino ratio (monthly) | 1.1037 |
| CAGR, % | 11.66 |
| Calmar ratio (CAGR / Max DD%) | 0.4975 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 322.60 | Fee: 11.03 | Vol: 30657.86
Realized PnL by Symbol
Details
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