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
1256.03
Total PnL
256.03 (25.60%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
365.02 (29.98%)
Total Fees
6.01
Position avg (max), %
31.50 (46.78)
Profit Factor
1.57
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% | -8.57% | -3.54% | -3.36% | -9.94% | 9.05% | 2.19% | -1.12% | 4.55% | -4.15% | -1.85% |
| 2025 | -0.39% | 5.85% | 4.91% | 0.40% | 2.26% | -10.77% | 3.38% | 7.23% | -1.14% | 2.02% | 5.47% | -1.97% | 17.12% |
| 2026 | 6.99% | 4.83% | -4.82% | 0.03% | 2.35% | 0.00% | — | — | — | — | — | — | 9.29% |
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 | 1256.03 |
| Min balance | 852.37 |
| Max balance | 1314.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.76 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 13.88 |
| Worst month, % | -10.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 256.03 |
| Total PnL, % | 25.60 |
| Gross profit | 744.70 |
| Gross loss | 473.66 |
| Trading volume (USDT) | 16699.24 |
| Total transactions (buy/sell) | 27 |
| Total fees | 6.01 |
| Funding net | -9.00 |
| Funding accrued (received) | 15.39 |
| Funding paid | 24.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 10.8415 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.50 |
| Position max, % of margin balance | 46.78 |
| Max Drawdown | 365.02 |
| Max Drawdown, % | 29.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5722 |
| Recovery Factor (Total PnL / Max DD) | 0.7014 |
| Sharpe ratio (monthly) | 0.5804 |
| Sortino ratio (monthly) | 0.9089 |
| CAGR, % | 9.90 |
| Calmar ratio (CAGR / Max DD%) | 0.3302 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 271.04 | Fee: 6.01 | Vol: 16699.24
Realized PnL by Symbol
Details
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