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
1243.79
Total PnL
243.79 (24.38%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
365.02 (29.98%)
Total Fees
6.01
Position avg (max), %
31.54 (46.87)
Profit Factor
1.54
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% | -10.96% | 3.38% | 7.25% | -1.14% | 2.03% | 5.48% | -1.98% | 16.90% |
| 2026 | 7.00% | 4.84% | -4.83% | -0.79% | 2.37% | 0.00% | — | — | — | — | — | — | 8.42% |
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 | 1243.79 |
| Min balance | 852.37 |
| Max balance | 1312.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.73 |
| Average monthly return (arithmetic), % | 0.88 |
| Best month, % | 13.88 |
| Worst month, % | -10.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 243.79 |
| Total PnL, % | 24.38 |
| Gross profit | 738.70 |
| Gross loss | 480.05 |
| Trading volume (USDT) | 16707.33 |
| Total transactions (buy/sell) | 27 |
| Total fees | 6.01 |
| Funding net | -8.86 |
| Funding accrued (received) | 15.46 |
| Funding paid | 24.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 10.3460 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.54 |
| Position max, % of margin balance | 46.87 |
| Max Drawdown | 365.02 |
| Max Drawdown, % | 29.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5388 |
| Recovery Factor (Total PnL / Max DD) | 0.6679 |
| Sharpe ratio (monthly) | 0.5579 |
| Sortino ratio (monthly) | 0.8714 |
| CAGR, % | 9.45 |
| Calmar ratio (CAGR / Max DD%) | 0.3153 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 258.65 | Fee: 6.01 | Vol: 16707.33
Realized PnL by Symbol
Details
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