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
1216.31
Total PnL
216.31 (21.63%)
Total Trades (Win/Los)
25 (11/14)
Win Rate
44.00%
Max Drawdown
337.27 (27.70%)
Total Fees
6.03
Position avg (max), %
30.10 (46.20)
Profit Factor
1.46
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% | -7.98% | -7.09% | 2.34% | -1.16% | 5.11% | -2.09% | -3.12% |
| 2025 | 0.41% | 8.83% | 3.20% | 0.26% | 3.38% | -10.89% | 3.33% | 7.13% | -1.12% | 2.00% | 5.40% | -1.95% | 20.17% |
| 2026 | 6.90% | 4.77% | -4.87% | -5.48% | 3.76% | 0.00% | — | — | — | — | — | — | 4.49% |
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 | 1216.31 |
| Min balance | 880.11 |
| Max balance | 1329.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.66 |
| Average monthly return (arithmetic), % | 0.79 |
| Best month, % | 13.88 |
| Worst month, % | -10.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 216.31 |
| Total PnL, % | 21.63 |
| Gross profit | 729.72 |
| Gross loss | 500.34 |
| Trading volume (USDT) | 16774.37 |
| Total transactions (buy/sell) | 27 |
| Total fees | 6.03 |
| Funding net | -7.04 |
| Funding accrued (received) | 15.72 |
| Funding paid | 22.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 11 |
| Los Trades | 14 |
| Win Rate, % | 44.00 |
| Expectancy per trade | 9.1752 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.10 |
| Position max, % of margin balance | 46.20 |
| Max Drawdown | 337.27 |
| Max Drawdown, % | 27.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4584 |
| Recovery Factor (Total PnL / Max DD) | 0.6414 |
| Sharpe ratio (monthly) | 0.5249 |
| Sortino ratio (monthly) | 0.8378 |
| CAGR, % | 8.45 |
| Calmar ratio (CAGR / Max DD%) | 0.3049 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 229.38 | Fee: 6.03 | Vol: 16774.37
Realized PnL by Symbol
Details
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