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
1350.68
Total PnL
350.68 (35.07%)
Total Trades (Win/Los)
44 (16/28)
Win Rate
36.36%
Max Drawdown
247.70 (21.11%)
Total Fees
11.55
Position avg (max), %
30.71 (46.59)
Profit Factor
1.55
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 | -6.08% | 14.53% | 3.52% | -4.01% | 1.88% | -3.15% | -3.29% | -0.40% | 3.22% | -8.54% | 8.37% | 0.08% | 4.02% |
| 2025 | -0.73% | 9.72% | 3.74% | 0.30% | 4.46% | -9.91% | 10.02% | 7.20% | -0.36% | -4.70% | 7.00% | -7.48% | 18.23% |
| 2026 | 6.00% | 4.93% | -0.43% | 0.49% | -1.30% | 0.00% | — | — | — | — | — | — | 9.85% |
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 | 1350.68 |
| Min balance | 924.76 |
| Max balance | 1416.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.01 |
| Average monthly return (arithmetic), % | 1.17 |
| Best month, % | 14.53 |
| Worst month, % | -9.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 350.68 |
| Total PnL, % | 35.07 |
| Gross profit | 1029.02 |
| Gross loss | 661.86 |
| Trading volume (USDT) | 32092.57 |
| Total transactions (buy/sell) | 46 |
| Total fees | 11.55 |
| Funding net | -4.93 |
| Funding accrued (received) | 18.54 |
| Funding paid | 23.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 16 |
| Los Trades | 28 |
| Win Rate, % | 36.36 |
| Expectancy per trade | 8.3445 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.71 |
| Position max, % of margin balance | 46.59 |
| Max Drawdown | 247.70 |
| Max Drawdown, % | 21.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5547 |
| Recovery Factor (Total PnL / Max DD) | 1.4157 |
| Sharpe ratio (monthly) | 0.7078 |
| Sortino ratio (monthly) | 1.2292 |
| CAGR, % | 13.26 |
| Calmar ratio (CAGR / Max DD%) | 0.6278 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 367.16 | Fee: 11.55 | Vol: 32092.57
Realized PnL by Symbol
Details
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