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
1262.67
Total PnL
262.67 (26.27%)
Total Trades (Win/Los)
31 (12/19)
Win Rate
38.71%
Max Drawdown
377.32 (30.86%)
Total Fees
7.44
Position avg (max), %
32.02 (48.69)
Profit Factor
1.52
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 | -1.14% | 13.81% | 3.37% | -13.38% | -0.25% | -3.07% | -9.48% | 9.12% | 2.21% | -1.13% | 6.99% | -4.08% | -0.23% |
| 2025 | -2.55% | 4.45% | 5.00% | 0.40% | 2.48% | -8.34% | 6.58% | 7.57% | -0.56% | -6.91% | 7.33% | -2.21% | 12.26% |
| 2026 | 7.40% | 4.94% | -3.45% | 0.17% | 3.45% | 0.00% | — | — | — | — | — | — | 12.76% |
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 | 1262.67 |
| Min balance | 845.23 |
| Max balance | 1297.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.78 |
| Average monthly return (arithmetic), % | 0.96 |
| Best month, % | 13.81 |
| Worst month, % | -13.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 262.67 |
| Total PnL, % | 26.27 |
| Gross profit | 811.65 |
| Gross loss | 533.40 |
| Trading volume (USDT) | 20692.90 |
| Total transactions (buy/sell) | 33 |
| Total fees | 7.44 |
| Funding net | -8.14 |
| Funding accrued (received) | 16.13 |
| Funding paid | 24.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 12 |
| Los Trades | 19 |
| Win Rate, % | 38.71 |
| Expectancy per trade | 8.9759 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.02 |
| Position max, % of margin balance | 48.69 |
| Max Drawdown | 377.32 |
| Max Drawdown, % | 30.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5217 |
| Recovery Factor (Total PnL / Max DD) | 0.6961 |
| Sharpe ratio (monthly) | 0.5610 |
| Sortino ratio (monthly) | 0.8665 |
| CAGR, % | 10.14 |
| Calmar ratio (CAGR / Max DD%) | 0.3285 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 278.25 | Fee: 7.44 | Vol: 20692.90
Realized PnL by Symbol
Details
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