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
1379.20
Total PnL
379.20 (37.92%)
Total Trades (Win/Los)
23 (11/12)
Win Rate
47.83%
Max Drawdown
277.64 (19.29%)
Total Fees
6.36
Position avg (max), %
30.43 (47.93)
Profit Factor
1.66
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 | -7.38% | 14.74% | 3.56% | -3.78% | 0.78% | -1.60% | 1.87% | 6.15% | -0.03% | -1.06% | 3.81% | -2.14% | 14.11% |
| 2025 | 0.39% | 3.47% | 5.36% | -0.33% | 11.64% | -11.41% | 3.41% | 7.43% | -1.60% | 1.87% | 5.07% | -3.70% | 21.56% |
| 2026 | 4.44% | 5.12% | -5.51% | -6.52% | 2.56% | 0.00% | — | — | — | — | — | — | -0.55% |
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 | 1379.20 |
| Min balance | 911.80 |
| Max balance | 1554.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.08 |
| Average monthly return (arithmetic), % | 1.22 |
| Best month, % | 14.74 |
| Worst month, % | -11.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 379.20 |
| Total PnL, % | 37.92 |
| Gross profit | 991.19 |
| Gross loss | 598.61 |
| Trading volume (USDT) | 17684.74 |
| Total transactions (buy/sell) | 24 |
| Total fees | 6.36 |
| Funding net | -7.02 |
| Funding accrued (received) | 18.65 |
| Funding paid | 25.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 11 |
| Los Trades | 12 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 17.0688 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.43 |
| Position max, % of margin balance | 47.93 |
| Max Drawdown | 277.64 |
| Max Drawdown, % | 19.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6558 |
| Recovery Factor (Total PnL / Max DD) | 1.3658 |
| Sharpe ratio (monthly) | 0.7881 |
| Sortino ratio (monthly) | 1.3445 |
| CAGR, % | 14.24 |
| Calmar ratio (CAGR / Max DD%) | 0.7381 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 392.58 | Fee: 6.36 | Vol: 17684.74
Realized PnL by Symbol
Details
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