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
1280.04
Total PnL
280.04 (28.00%)
Total Trades (Win/Los)
29 (13/16)
Win Rate
44.83%
Max Drawdown
327.42 (27.93%)
Total Fees
6.96
Position avg (max), %
31.34 (47.05)
Profit Factor
1.47
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% | -3.92% | 1.60% | -3.37% | -6.69% | 2.43% | -1.21% | 4.24% | -1.90% | -7.36% |
| 2025 | 0.43% | 6.89% | 5.11% | 3.22% | 12.08% | -10.98% | 3.50% | 7.28% | -1.56% | 1.87% | 5.08% | -1.95% | 33.30% |
| 2026 | 7.05% | 4.87% | -4.94% | -6.40% | 3.79% | 0.00% | — | — | — | — | — | — | 3.67% |
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 | 1280.04 |
| Min balance | 844.93 |
| Max balance | 1413.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.83 |
| Average monthly return (arithmetic), % | 0.99 |
| Best month, % | 14.55 |
| Worst month, % | -10.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 280.04 |
| Total PnL, % | 28.00 |
| Gross profit | 917.54 |
| Gross loss | 624.38 |
| Trading volume (USDT) | 19350.20 |
| Total transactions (buy/sell) | 30 |
| Total fees | 6.96 |
| Funding net | -6.15 |
| Funding accrued (received) | 17.15 |
| Funding paid | 23.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 13 |
| Los Trades | 16 |
| Win Rate, % | 44.83 |
| Expectancy per trade | 10.1088 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.34 |
| Position max, % of margin balance | 47.05 |
| Max Drawdown | 327.42 |
| Max Drawdown, % | 27.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4695 |
| Recovery Factor (Total PnL / Max DD) | 0.8553 |
| Sharpe ratio (monthly) | 0.5927 |
| Sortino ratio (monthly) | 0.9674 |
| CAGR, % | 10.77 |
| Calmar ratio (CAGR / Max DD%) | 0.3854 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 293.15 | Fee: 6.96 | Vol: 19350.20
Realized PnL by Symbol
Details
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