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
1344.63
Total PnL
344.63 (34.46%)
Total Trades (Win/Los)
35 (13/22)
Win Rate
37.14%
Max Drawdown
264.83 (21.94%)
Total Fees
8.90
Position avg (max), %
30.56 (47.52)
Profit Factor
1.67
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 | -2.70% | 14.03% | 3.41% | -7.08% | 0.45% | -3.20% | -5.10% | -1.71% | 3.03% | -1.21% | 6.85% | -0.73% | 4.39% |
| 2025 | -1.80% | 8.24% | 3.81% | 0.31% | 3.63% | -6.34% | 6.44% | 7.36% | -0.50% | -5.48% | 6.49% | -1.95% | 20.55% |
| 2026 | 4.90% | 4.87% | -2.98% | 0.35% | -0.22% | 0.00% | — | — | — | — | — | — | 6.88% |
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 | 1344.63 |
| Min balance | 942.20 |
| Max balance | 1431.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.99 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 14.03 |
| Worst month, % | -7.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 344.63 |
| Total PnL, % | 34.46 |
| Gross profit | 900.62 |
| Gross loss | 540.71 |
| Trading volume (USDT) | 24750.10 |
| Total transactions (buy/sell) | 37 |
| Total fees | 8.90 |
| Funding net | -6.37 |
| Funding accrued (received) | 17.48 |
| Funding paid | 23.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 13 |
| Los Trades | 22 |
| Win Rate, % | 37.14 |
| Expectancy per trade | 10.2831 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.56 |
| Position max, % of margin balance | 47.52 |
| Max Drawdown | 264.83 |
| Max Drawdown, % | 21.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6656 |
| Recovery Factor (Total PnL / Max DD) | 1.3013 |
| Sharpe ratio (monthly) | 0.7961 |
| Sortino ratio (monthly) | 1.5421 |
| CAGR, % | 13.05 |
| Calmar ratio (CAGR / Max DD%) | 0.5946 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 359.91 | Fee: 8.90 | Vol: 24750.10
Realized PnL by Symbol
Details
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