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
1226.07
Total PnL
226.07 (22.61%)
Total Trades (Win/Los)
27 (12/15)
Win Rate
44.44%
Max Drawdown
306.73 (25.20%)
Total Fees
6.57
Position avg (max), %
30.42 (47.47)
Profit Factor
1.48
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 | -1.66% | 13.88% | 3.38% | -3.42% | 0.43% | -3.05% | -5.64% | -6.09% | 2.26% | -1.12% | 4.57% | -2.02% | -0.06% |
| 2025 | 0.40% | 8.56% | 3.11% | 0.26% | 3.29% | -8.41% | 3.54% | 7.35% | -1.21% | -9.43% | 7.38% | -2.23% | 11.30% |
| 2026 | 7.22% | 4.98% | -4.90% | -0.71% | 3.73% | 0.00% | — | — | — | — | — | — | 10.25% |
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 | 1226.07 |
| Min balance | 910.66 |
| Max balance | 1277.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.68 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 13.88 |
| Worst month, % | -9.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 226.07 |
| Total PnL, % | 22.61 |
| Gross profit | 745.24 |
| Gross loss | 504.72 |
| Trading volume (USDT) | 18256.52 |
| Total transactions (buy/sell) | 29 |
| Total fees | 6.57 |
| Funding net | -7.89 |
| Funding accrued (received) | 15.74 |
| Funding paid | 23.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 12 |
| Los Trades | 15 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 8.9082 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.42 |
| Position max, % of margin balance | 47.47 |
| Max Drawdown | 306.73 |
| Max Drawdown, % | 25.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4765 |
| Recovery Factor (Total PnL / Max DD) | 0.7370 |
| Sharpe ratio (monthly) | 0.5450 |
| Sortino ratio (monthly) | 0.9102 |
| CAGR, % | 8.81 |
| Calmar ratio (CAGR / Max DD%) | 0.3495 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 240.52 | Fee: 6.57 | Vol: 18256.52
Realized PnL by Symbol
Details
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