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
1201.54
Total PnL
201.54 (20.15%)
Total Trades (Win/Los)
43 (15/28)
Win Rate
34.88%
Max Drawdown
295.95 (24.92%)
Total Fees
10.06
Position avg (max), %
31.82 (48.57)
Profit Factor
1.29
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 | -4.63% | 14.31% | 3.47% | -13.91% | 2.87% | 1.96% | -3.29% | -2.27% | 2.26% | -1.13% | 5.82% | -2.00% | 0.95% |
| 2025 | -1.86% | -5.85% | 4.99% | 1.33% | 13.87% | -8.23% | 3.63% | 7.55% | -0.65% | -8.32% | 7.43% | -2.24% | 9.52% |
| 2026 | 7.49% | 5.00% | -3.42% | 0.04% | -0.32% | 0.00% | — | — | — | — | — | — | 8.70% |
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 | 1201.54 |
| Min balance | 891.69 |
| Max balance | 1283.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.61 |
| Average monthly return (arithmetic), % | 0.80 |
| Best month, % | 14.31 |
| Worst month, % | -13.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 201.54 |
| Total PnL, % | 20.15 |
| Gross profit | 980.32 |
| Gross loss | 762.15 |
| Trading volume (USDT) | 27949.79 |
| Total transactions (buy/sell) | 44 |
| Total fees | 10.06 |
| Funding net | -6.57 |
| Funding accrued (received) | 16.86 |
| Funding paid | 23.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 15 |
| Los Trades | 28 |
| Win Rate, % | 34.88 |
| Expectancy per trade | 5.0738 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.82 |
| Position max, % of margin balance | 48.57 |
| Max Drawdown | 295.95 |
| Max Drawdown, % | 24.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2863 |
| Recovery Factor (Total PnL / Max DD) | 0.6810 |
| Sharpe ratio (monthly) | 0.4555 |
| Sortino ratio (monthly) | 0.7310 |
| CAGR, % | 7.90 |
| Calmar ratio (CAGR / Max DD%) | 0.3170 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 218.17 | Fee: 10.06 | Vol: 27949.79
Realized PnL by Symbol
Details
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