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
1280.21
Total PnL
280.21 (28.02%)
Total Trades (Win/Los)
27 (12/15)
Win Rate
44.44%
Max Drawdown
285.11 (24.32%)
Total Fees
6.61
Position avg (max), %
31.10 (46.33)
Profit Factor
1.46
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% | 0.33% | -3.42% | -0.64% | 2.26% | -1.15% | 3.94% | -2.09% | -3.19% |
| 2025 | 0.41% | 4.08% | 5.02% | 3.26% | 12.54% | -10.90% | 3.07% | 7.15% | -1.53% | 1.84% | 4.99% | -1.92% | 29.61% |
| 2026 | 5.70% | 4.85% | -4.92% | -6.68% | 3.79% | 0.00% | — | — | — | — | — | — | 2.05% |
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 | 1280.21 |
| Min balance | 887.24 |
| Max balance | 1417.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.83 |
| Average monthly return (arithmetic), % | 0.98 |
| Best month, % | 14.55 |
| Worst month, % | -10.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 280.21 |
| Total PnL, % | 28.02 |
| Gross profit | 925.56 |
| Gross loss | 632.96 |
| Trading volume (USDT) | 18381.57 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.61 |
| Funding net | -5.78 |
| Funding accrued (received) | 17.49 |
| Funding paid | 23.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 12 |
| Los Trades | 15 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 10.8370 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.10 |
| Position max, % of margin balance | 46.33 |
| Max Drawdown | 285.11 |
| Max Drawdown, % | 24.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4623 |
| Recovery Factor (Total PnL / Max DD) | 0.9828 |
| Sharpe ratio (monthly) | 0.6116 |
| Sortino ratio (monthly) | 1.0104 |
| CAGR, % | 10.77 |
| Calmar ratio (CAGR / Max DD%) | 0.4429 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 292.60 | Fee: 6.61 | Vol: 18381.57
Realized PnL by Symbol
Details
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