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
1540.94
Total PnL
540.94 (54.09%)
Total Trades (Win/Los)
29 (14/15)
Win Rate
48.28%
Max Drawdown
245.13 (20.91%)
Total Fees
7.56
Position avg (max), %
31.07 (48.45)
Profit Factor
2.11
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 | -6.16% | 14.55% | 3.52% | -7.67% | 3.04% | 1.41% | -3.12% | -5.59% | 2.40% | -1.20% | 4.35% | -1.99% | 1.60% |
| 2025 | 0.39% | 6.46% | 5.07% | 3.24% | 12.30% | -8.41% | 3.79% | 7.52% | -1.24% | 1.89% | 5.11% | -1.99% | 37.94% |
| 2026 | 7.18% | 4.94% | -4.91% | -0.80% | 3.67% | 0.00% | — | — | — | — | — | — | 9.98% |
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 | 1540.94 |
| Min balance | 923.96 |
| Max balance | 1607.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.45 |
| Average monthly return (arithmetic), % | 1.59 |
| Best month, % | 14.55 |
| Worst month, % | -8.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 540.94 |
| Total PnL, % | 54.09 |
| Gross profit | 1056.23 |
| Gross loss | 499.96 |
| Trading volume (USDT) | 21004.14 |
| Total transactions (buy/sell) | 30 |
| Total fees | 7.56 |
| Funding net | -7.76 |
| Funding accrued (received) | 18.22 |
| Funding paid | 25.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 14 |
| Los Trades | 15 |
| Win Rate, % | 48.28 |
| Expectancy per trade | 19.1816 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.07 |
| Position max, % of margin balance | 48.45 |
| Max Drawdown | 245.13 |
| Max Drawdown, % | 20.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1126 |
| Recovery Factor (Total PnL / Max DD) | 2.2068 |
| Sharpe ratio (monthly) | 1.0369 |
| Sortino ratio (monthly) | 1.9314 |
| CAGR, % | 19.61 |
| Calmar ratio (CAGR / Max DD%) | 0.9378 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 556.27 | Fee: 7.56 | Vol: 21004.14
Realized PnL by Symbol
Details
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