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
1188.53
Total PnL
188.53 (18.85%)
Total Trades (Win/Los)
27 (12/15)
Win Rate
44.44%
Max Drawdown
326.08 (26.79%)
Total Fees
6.56
Position avg (max), %
32.10 (48.37)
Profit Factor
1.38
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 | -1.66% | 13.88% | 3.38% | -8.56% | 0.13% | -3.23% | -9.56% | 8.67% | 2.24% | -1.17% | 5.19% | -4.32% | 2.52% |
| 2025 | -0.42% | 5.96% | 5.09% | 0.41% | 2.24% | -10.71% | 3.62% | 7.51% | -1.23% | -9.62% | 7.55% | -2.27% | 6.24% |
| 2026 | 6.82% | 4.68% | -4.77% | 0.16% | 2.33% | 0.00% | — | — | — | — | — | — | 9.14% |
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 | 1188.53 |
| Min balance | 891.30 |
| Max balance | 1241.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.58 |
| Average monthly return (arithmetic), % | 0.74 |
| Best month, % | 13.88 |
| Worst month, % | -10.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 188.53 |
| Total PnL, % | 18.85 |
| Gross profit | 747.28 |
| Gross loss | 542.57 |
| Trading volume (USDT) | 18240.78 |
| Total transactions (buy/sell) | 29 |
| Total fees | 6.56 |
| Funding net | -9.61 |
| Funding accrued (received) | 15.72 |
| Funding paid | 25.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 12 |
| Los Trades | 15 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 7.5818 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.10 |
| Position max, % of margin balance | 48.37 |
| Max Drawdown | 326.08 |
| Max Drawdown, % | 26.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3773 |
| Recovery Factor (Total PnL / Max DD) | 0.5782 |
| Sharpe ratio (monthly) | 0.4475 |
| Sortino ratio (monthly) | 0.6774 |
| CAGR, % | 7.41 |
| Calmar ratio (CAGR / Max DD%) | 0.2768 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 204.71 | Fee: 6.56 | Vol: 18240.78
Realized PnL by Symbol
Details
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