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
1255.56
Total PnL
255.56 (25.56%)
Total Trades (Win/Los)
35 (13/22)
Win Rate
37.14%
Max Drawdown
330.70 (27.40%)
Total Fees
8.07
Position avg (max), %
31.45 (46.63)
Profit Factor
1.49
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 | -2.70% | 14.03% | 3.41% | -9.11% | 0.13% | -3.28% | -9.64% | 8.81% | 2.14% | -8.31% | 7.50% | -4.25% | -4.27% |
| 2025 | -2.54% | 4.11% | 4.79% | 0.39% | 2.96% | -10.97% | 10.16% | 7.20% | -0.47% | -4.75% | 6.63% | -1.41% | 15.17% |
| 2026 | 6.96% | 4.62% | -2.89% | 0.23% | 4.59% | 0.00% | — | — | — | — | — | — | 13.90% |
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 | 1255.56 |
| Min balance | 876.32 |
| Max balance | 1276.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.76 |
| Average monthly return (arithmetic), % | 0.94 |
| Best month, % | 14.03 |
| Worst month, % | -10.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 255.56 |
| Total PnL, % | 25.56 |
| Gross profit | 822.73 |
| Gross loss | 551.89 |
| Trading volume (USDT) | 22429.90 |
| Total transactions (buy/sell) | 37 |
| Total fees | 8.07 |
| Funding net | -7.21 |
| Funding accrued (received) | 15.92 |
| Funding paid | 23.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 13 |
| Los Trades | 22 |
| Win Rate, % | 37.14 |
| Expectancy per trade | 7.7383 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.45 |
| Position max, % of margin balance | 46.63 |
| Max Drawdown | 330.70 |
| Max Drawdown, % | 27.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4907 |
| Recovery Factor (Total PnL / Max DD) | 0.7728 |
| Sharpe ratio (monthly) | 0.5407 |
| Sortino ratio (monthly) | 0.8539 |
| CAGR, % | 9.88 |
| Calmar ratio (CAGR / Max DD%) | 0.3607 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 270.84 | Fee: 8.07 | Vol: 22429.90
Realized PnL by Symbol
Details
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