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
1485.50
Total PnL
485.50 (48.55%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
223.87 (18.39%)
Total Fees
4.44
Position avg (max), %
29.32 (46.10)
Profit Factor
2.73
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% | -3.00% | -3.16% | -2.27% | 7.12% | -0.70% | -1.10% | 3.47% | -5.71% | 5.35% |
| 2025 | 0.47% | 10.14% | 3.63% | 0.30% | 1.87% | -3.33% | 3.50% | 7.11% | -1.50% | 1.93% | 5.24% | 0.18% | 32.92% |
| 2026 | -1.09% | 5.36% | -2.65% | 2.01% | 2.52% | 0.00% | — | — | — | — | — | — | 6.10% |
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 | 1485.50 |
| Min balance | 968.80 |
| Max balance | 1493.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.33 |
| Average monthly return (arithmetic), % | 1.42 |
| Best month, % | 13.88 |
| Worst month, % | -5.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 485.50 |
| Total PnL, % | 48.55 |
| Gross profit | 783.55 |
| Gross loss | 287.22 |
| Trading volume (USDT) | 12339.79 |
| Total transactions (buy/sell) | 19 |
| Total fees | 4.44 |
| Funding net | -6.40 |
| Funding accrued (received) | 17.55 |
| Funding paid | 23.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 29.1957 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.32 |
| Position max, % of margin balance | 46.10 |
| Max Drawdown | 223.87 |
| Max Drawdown, % | 18.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.7280 |
| Recovery Factor (Total PnL / Max DD) | 2.1686 |
| Sharpe ratio (monthly) | 1.1426 |
| Sortino ratio (monthly) | 2.7674 |
| CAGR, % | 17.81 |
| Calmar ratio (CAGR / Max DD%) | 0.9682 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 496.33 | Fee: 4.44 | Vol: 12339.79
Realized PnL by Symbol
Details
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