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
1340.79
Total PnL
340.79 (34.08%)
Total Trades (Win/Los)
33 (15/18)
Win Rate
45.45%
Max Drawdown
249.83 (18.42%)
Total Fees
8.18
Position avg (max), %
31.58 (47.48)
Profit Factor
1.58
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 | -5.23% | 14.40% | 3.49% | -7.61% | 3.01% | 1.40% | -3.09% | -5.79% | 2.38% | -1.19% | 4.32% | -1.98% | 2.28% |
| 2025 | -1.84% | 2.04% | 4.96% | 4.12% | 12.29% | -8.30% | 3.63% | 7.35% | -1.18% | -9.15% | 7.55% | -2.25% | 18.35% |
| 2026 | 7.19% | 4.96% | -4.86% | -0.10% | 3.61% | 0.00% | — | — | — | — | — | — | 10.79% |
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 | 1340.79 |
| Min balance | 933.34 |
| Max balance | 1389.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.98 |
| Average monthly return (arithmetic), % | 1.14 |
| Best month, % | 14.40 |
| Worst month, % | -9.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 340.79 |
| Total PnL, % | 34.08 |
| Gross profit | 973.82 |
| Gross loss | 617.72 |
| Trading volume (USDT) | 22734.54 |
| Total transactions (buy/sell) | 34 |
| Total fees | 8.18 |
| Funding net | -7.13 |
| Funding accrued (received) | 17.74 |
| Funding paid | 24.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 15 |
| Los Trades | 18 |
| Win Rate, % | 45.45 |
| Expectancy per trade | 10.7910 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.58 |
| Position max, % of margin balance | 47.48 |
| Max Drawdown | 249.83 |
| Max Drawdown, % | 18.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5765 |
| Recovery Factor (Total PnL / Max DD) | 1.3641 |
| Sharpe ratio (monthly) | 0.7021 |
| Sortino ratio (monthly) | 1.2078 |
| CAGR, % | 12.91 |
| Calmar ratio (CAGR / Max DD%) | 0.7011 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 356.10 | Fee: 8.18 | Vol: 22734.54
Realized PnL by Symbol
Details
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