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
1335.38
Total PnL
335.38 (33.54%)
Total Trades (Win/Los)
29 (13/16)
Win Rate
44.83%
Max Drawdown
310.35 (26.47%)
Total Fees
7.13
Position avg (max), %
31.45 (46.05)
Profit Factor
1.57
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% | -8.58% | -1.88% | 1.49% | -3.31% | -6.84% | 2.38% | -1.19% | 5.21% | -2.13% | -4.93% |
| 2025 | 0.42% | 6.52% | 4.99% | 3.24% | 12.48% | -10.65% | 3.05% | 7.10% | -1.09% | 2.08% | 5.63% | -1.97% | 34.48% |
| 2026 | 6.81% | 4.71% | -4.79% | -5.52% | 3.83% | 0.00% | — | — | — | — | — | — | 4.47% |
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 | 1335.38 |
| Min balance | 862.00 |
| Max balance | 1457.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.97 |
| Average monthly return (arithmetic), % | 1.13 |
| Best month, % | 14.55 |
| Worst month, % | -10.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 335.38 |
| Total PnL, % | 33.54 |
| Gross profit | 963.06 |
| Gross loss | 614.40 |
| Trading volume (USDT) | 19825.02 |
| Total transactions (buy/sell) | 30 |
| Total fees | 7.13 |
| Funding net | -6.15 |
| Funding accrued (received) | 17.67 |
| Funding paid | 23.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 13 |
| Los Trades | 16 |
| Win Rate, % | 44.83 |
| Expectancy per trade | 12.0226 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.45 |
| Position max, % of margin balance | 46.05 |
| Max Drawdown | 310.35 |
| Max Drawdown, % | 26.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5675 |
| Recovery Factor (Total PnL / Max DD) | 1.0806 |
| Sharpe ratio (monthly) | 0.6844 |
| Sortino ratio (monthly) | 1.1467 |
| CAGR, % | 12.72 |
| Calmar ratio (CAGR / Max DD%) | 0.4806 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 348.66 | Fee: 7.13 | Vol: 19825.02
Realized PnL by Symbol
Details
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