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
1248.86
Total PnL
248.86 (24.89%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
299.53 (25.62%)
Total Fees
6.43
Position avg (max), %
30.93 (47.20)
Profit Factor
1.42
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 | -6.49% | 14.60% | 3.54% | -8.60% | -3.44% | -1.58% | -3.54% | -0.19% | 1.56% | -1.08% | 3.18% | -1.86% | -5.61% |
| 2025 | 0.42% | 4.51% | 5.13% | 3.23% | 12.13% | -11.02% | 3.51% | 7.30% | -1.56% | 1.88% | 5.09% | -2.37% | 29.87% |
| 2026 | 5.43% | 4.98% | -4.88% | -6.62% | 3.66% | 0.00% | — | — | — | — | — | — | 1.90% |
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 | 1248.86 |
| Min balance | 869.52 |
| Max balance | 1384.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.74 |
| Average monthly return (arithmetic), % | 0.90 |
| Best month, % | 14.60 |
| Worst month, % | -11.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 248.86 |
| Total PnL, % | 24.89 |
| Gross profit | 883.55 |
| Gross loss | 622.73 |
| Trading volume (USDT) | 17856.71 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.43 |
| Funding net | -5.54 |
| Funding accrued (received) | 17.15 |
| Funding paid | 22.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | 9.6600 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.93 |
| Position max, % of margin balance | 47.20 |
| Max Drawdown | 299.53 |
| Max Drawdown, % | 25.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4188 |
| Recovery Factor (Total PnL / Max DD) | 0.8308 |
| Sharpe ratio (monthly) | 0.5592 |
| Sortino ratio (monthly) | 0.9162 |
| CAGR, % | 9.64 |
| Calmar ratio (CAGR / Max DD%) | 0.3762 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 260.82 | Fee: 6.43 | Vol: 17856.71
Realized PnL by Symbol
Details
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