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
1224.00
Total PnL
224.00 (22.40%)
Total Trades (Win/Los)
33 (13/20)
Win Rate
39.39%
Max Drawdown
316.25 (25.87%)
Total Fees
8.02
Position avg (max), %
31.04 (48.27)
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 | -1.14% | 13.81% | 3.37% | -9.69% | 0.13% | -3.26% | -5.03% | -2.15% | 2.30% | -1.15% | 6.24% | -2.03% | -0.50% |
| 2025 | -1.89% | 8.65% | 3.99% | 0.32% | 2.95% | -8.31% | 3.61% | 7.49% | -0.56% | -6.85% | 7.26% | -2.19% | 13.62% |
| 2026 | 7.33% | 4.89% | -3.47% | -0.04% | -0.31% | 0.00% | — | — | — | — | — | — | 8.29% |
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 | 1224.00 |
| Min balance | 906.31 |
| Max balance | 1311.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.68 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 13.81 |
| Worst month, % | -9.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 224.00 |
| Total PnL, % | 22.40 |
| Gross profit | 814.23 |
| Gross loss | 575.13 |
| Trading volume (USDT) | 22290.57 |
| Total transactions (buy/sell) | 35 |
| Total fees | 8.02 |
| Funding net | -7.08 |
| Funding accrued (received) | 16.32 |
| Funding paid | 23.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 13 |
| Los Trades | 20 |
| Win Rate, % | 39.39 |
| Expectancy per trade | 7.2454 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.04 |
| Position max, % of margin balance | 48.27 |
| Max Drawdown | 316.25 |
| Max Drawdown, % | 25.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4157 |
| Recovery Factor (Total PnL / Max DD) | 0.7083 |
| Sharpe ratio (monthly) | 0.5413 |
| Sortino ratio (monthly) | 0.9203 |
| CAGR, % | 8.73 |
| Calmar ratio (CAGR / Max DD%) | 0.3375 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 239.10 | Fee: 8.02 | Vol: 22290.57
Realized PnL by Symbol
Details
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