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
1496.32
Total PnL
496.32 (49.63%)
Total Trades (Win/Los)
38 (13/25)
Win Rate
34.21%
Max Drawdown
259.84 (22.15%)
Total Fees
9.90
Position avg (max), %
31.75 (48.25)
Profit Factor
1.97
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 | -6.08% | 14.53% | 3.52% | -5.57% | 1.66% | -3.20% | -8.21% | 8.47% | 2.77% | -5.22% | 10.43% | -4.18% | 6.17% |
| 2025 | -0.50% | 5.73% | 4.93% | 0.40% | 4.25% | -8.44% | 12.47% | 7.49% | -0.44% | -3.16% | 6.64% | -5.26% | 24.57% |
| 2026 | 3.15% | 4.71% | -0.38% | 0.49% | 4.65% | 0.00% | — | — | — | — | — | — | 13.16% |
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 | 1496.32 |
| Min balance | 913.31 |
| Max balance | 1503.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.35 |
| Average monthly return (arithmetic), % | 1.52 |
| Best month, % | 14.53 |
| Worst month, % | -8.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 496.32 |
| Total PnL, % | 49.63 |
| Gross profit | 1041.62 |
| Gross loss | 528.01 |
| Trading volume (USDT) | 27526.98 |
| Total transactions (buy/sell) | 40 |
| Total fees | 9.90 |
| Funding net | -7.39 |
| Funding accrued (received) | 18.47 |
| Funding paid | 25.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 13 |
| Los Trades | 25 |
| Win Rate, % | 34.21 |
| Expectancy per trade | 13.5160 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.75 |
| Position max, % of margin balance | 48.25 |
| Max Drawdown | 259.84 |
| Max Drawdown, % | 22.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9727 |
| Recovery Factor (Total PnL / Max DD) | 1.9101 |
| Sharpe ratio (monthly) | 0.8992 |
| Sortino ratio (monthly) | 1.6664 |
| CAGR, % | 18.16 |
| Calmar ratio (CAGR / Max DD%) | 0.8200 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 513.61 | Fee: 9.90 | Vol: 27526.98
Realized PnL by Symbol
Details
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