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
1585.37
Total PnL
585.37 (58.54%)
Total Trades (Win/Los)
17 (10/7)
Win Rate
58.82%
Max Drawdown
184.06 (15.86%)
Total Fees
4.51
Position avg (max), %
29.76 (46.71)
Profit Factor
3.02
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% | -3.21% | -2.30% | 7.24% | -0.71% | -1.03% | 3.65% | -5.78% | 3.87% |
| 2025 | 0.48% | 10.28% | 3.68% | 0.30% | 9.03% | -3.39% | 3.96% | 7.22% | -1.51% | 2.05% | 5.54% | 0.19% | 43.78% |
| 2026 | -0.95% | 5.35% | -2.63% | 1.98% | 2.48% | 0.00% | — | — | — | — | — | — | 6.18% |
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 | 1585.37 |
| Min balance | 911.80 |
| Max balance | 1593.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.55 |
| Average monthly return (arithmetic), % | 1.66 |
| Best month, % | 14.74 |
| Worst month, % | -7.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 585.37 |
| Total PnL, % | 58.54 |
| Gross profit | 891.91 |
| Gross loss | 295.68 |
| Trading volume (USDT) | 12538.74 |
| Total transactions (buy/sell) | 18 |
| Total fees | 4.51 |
| Funding net | -6.34 |
| Funding accrued (received) | 18.40 |
| Funding paid | 24.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 10 |
| Los Trades | 7 |
| Win Rate, % | 58.82 |
| Expectancy per trade | 35.0722 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.76 |
| Position max, % of margin balance | 46.71 |
| Max Drawdown | 184.06 |
| Max Drawdown, % | 15.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.0164 |
| Recovery Factor (Total PnL / Max DD) | 3.1804 |
| Sharpe ratio (monthly) | 1.1938 |
| Sortino ratio (monthly) | 2.6546 |
| CAGR, % | 21.03 |
| Calmar ratio (CAGR / Max DD%) | 1.3253 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 596.23 | Fee: 4.51 | Vol: 12538.74
Realized PnL by Symbol
Details
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