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
1148.71
Total PnL
148.71 (14.87%)
Total Trades (Win/Los)
33 (13/20)
Win Rate
39.39%
Max Drawdown
336.47 (27.59%)
Total Fees
7.71
Position avg (max), %
30.56 (46.23)
Profit Factor
1.28
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 | -1.43% | 13.85% | 3.38% | -10.43% | 0.46% | -3.28% | -5.07% | -2.56% | 2.33% | -1.16% | 5.09% | -2.08% | -2.81% |
| 2025 | -1.93% | 7.86% | 3.70% | 0.30% | 2.79% | -8.27% | 3.33% | 7.13% | -0.55% | -6.62% | 6.71% | -2.19% | 11.30% |
| 2026 | 6.93% | 4.71% | -4.80% | -0.05% | -0.30% | 0.00% | — | — | — | — | — | — | 6.21% |
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 | 1148.71 |
| Min balance | 883.19 |
| Max balance | 1234.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.46 |
| Average monthly return (arithmetic), % | 0.59 |
| Best month, % | 13.85 |
| Worst month, % | -10.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 148.71 |
| Total PnL, % | 14.87 |
| Gross profit | 745.29 |
| Gross loss | 581.52 |
| Trading volume (USDT) | 21429.29 |
| Total transactions (buy/sell) | 35 |
| Total fees | 7.71 |
| Funding net | -7.35 |
| Funding accrued (received) | 15.30 |
| Funding paid | 22.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 13 |
| Los Trades | 20 |
| Win Rate, % | 39.39 |
| Expectancy per trade | 4.9627 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.56 |
| Position max, % of margin balance | 46.23 |
| Max Drawdown | 336.47 |
| Max Drawdown, % | 27.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2816 |
| Recovery Factor (Total PnL / Max DD) | 0.4420 |
| Sharpe ratio (monthly) | 0.4014 |
| Sortino ratio (monthly) | 0.6466 |
| CAGR, % | 5.91 |
| Calmar ratio (CAGR / Max DD%) | 0.2142 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 163.77 | Fee: 7.71 | Vol: 21429.29
Realized PnL by Symbol
Details
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