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
1595.95
Total PnL
595.95 (59.59%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
188.96 (15.52%)
Total Fees
4.61
Position avg (max), %
29.78 (46.71)
Profit Factor
3.51
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 | -1.68% | 13.88% | 3.38% | -3.42% | 0.43% | -3.05% | -2.20% | 7.55% | -0.12% | -1.05% | 3.78% | -5.83% | 10.60% |
| 2025 | 0.45% | 9.66% | 3.47% | 0.28% | 3.09% | -3.27% | 3.96% | 7.22% | -1.51% | 2.05% | 5.54% | -4.27% | 29.01% |
| 2026 | 4.41% | 5.31% | -2.61% | 1.96% | 2.46% | 0.00% | — | — | — | — | — | — | 11.88% |
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 | 1595.95 |
| Min balance | 968.80 |
| Max balance | 1604.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.57 |
| Average monthly return (arithmetic), % | 1.66 |
| Best month, % | 13.88 |
| Worst month, % | -5.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 595.95 |
| Total PnL, % | 59.59 |
| Gross profit | 853.03 |
| Gross loss | 242.71 |
| Trading volume (USDT) | 12831.88 |
| Total transactions (buy/sell) | 19 |
| Total fees | 4.61 |
| Funding net | -9.76 |
| Funding accrued (received) | 17.25 |
| Funding paid | 27.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 35.9012 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.78 |
| Position max, % of margin balance | 46.71 |
| Max Drawdown | 188.96 |
| Max Drawdown, % | 15.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.5147 |
| Recovery Factor (Total PnL / Max DD) | 3.1538 |
| Sharpe ratio (monthly) | 1.3216 |
| Sortino ratio (monthly) | 3.1272 |
| CAGR, % | 21.36 |
| Calmar ratio (CAGR / Max DD%) | 1.3758 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 610.32 | Fee: 4.61 | Vol: 12831.88
Realized PnL by Symbol
Details
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