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
1130.79
Total PnL
130.79 (13.08%)
Total Trades (Win/Los)
31 (13/18)
Win Rate
41.94%
Max Drawdown
369.70 (30.31%)
Total Fees
6.97
Position avg (max), %
30.93 (47.93)
Profit Factor
1.26
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% | -10.53% | 0.46% | -3.29% | -5.08% | -5.89% | 2.36% | -1.20% | 4.21% | -1.89% | -6.85% |
| 2025 | -1.87% | 7.57% | 3.87% | 0.32% | 2.91% | -8.33% | 3.47% | 7.43% | -1.25% | -8.12% | 7.13% | -2.19% | 9.66% |
| 2026 | 7.20% | 4.97% | -4.87% | -0.13% | 3.57% | 0.00% | — | — | — | — | — | — | 10.73% |
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 | 1130.79 |
| Min balance | 849.97 |
| Max balance | 1219.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.41 |
| Average monthly return (arithmetic), % | 0.55 |
| Best month, % | 13.85 |
| Worst month, % | -10.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 130.79 |
| Total PnL, % | 13.08 |
| Gross profit | 702.81 |
| Gross loss | 558.51 |
| Trading volume (USDT) | 19373.44 |
| Total transactions (buy/sell) | 33 |
| Total fees | 6.97 |
| Funding net | -6.55 |
| Funding accrued (received) | 15.30 |
| Funding paid | 21.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 13 |
| Los Trades | 18 |
| Win Rate, % | 41.94 |
| Expectancy per trade | 4.6551 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.93 |
| Position max, % of margin balance | 47.93 |
| Max Drawdown | 369.70 |
| Max Drawdown, % | 30.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2584 |
| Recovery Factor (Total PnL / Max DD) | 0.3538 |
| Sharpe ratio (monthly) | 0.3579 |
| Sortino ratio (monthly) | 0.5558 |
| CAGR, % | 5.22 |
| Calmar ratio (CAGR / Max DD%) | 0.1723 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 144.31 | Fee: 6.97 | Vol: 19373.44
Realized PnL by Symbol
Details
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