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
1235.39
Total PnL
235.39 (23.54%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
365.02 (29.98%)
Total Fees
6.00
Position avg (max), %
31.76 (47.04)
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 | -1.66% | 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% | 4.84% | 5.37% | 0.43% | 1.98% | -10.67% | 3.40% | 7.28% | -1.52% | 2.04% | 5.53% | -1.99% | 16.05% |
| 2026 | 7.05% | 4.87% | -4.86% | -0.80% | 2.39% | 0.00% | — | — | — | — | — | — | 8.49% |
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 | 1235.39 |
| Min balance | 852.37 |
| Max balance | 1303.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.71 |
| Average monthly return (arithmetic), % | 0.86 |
| Best month, % | 13.88 |
| Worst month, % | -10.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 235.39 |
| Total PnL, % | 23.54 |
| Gross profit | 732.18 |
| Gross loss | 482.16 |
| Trading volume (USDT) | 16685.01 |
| Total transactions (buy/sell) | 27 |
| Total fees | 6.00 |
| Funding net | -8.63 |
| Funding accrued (received) | 15.65 |
| Funding paid | 24.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 10.0009 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.76 |
| Position max, % of margin balance | 47.04 |
| Max Drawdown | 365.02 |
| Max Drawdown, % | 29.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5185 |
| Recovery Factor (Total PnL / Max DD) | 0.6449 |
| Sharpe ratio (monthly) | 0.5452 |
| Sortino ratio (monthly) | 0.8531 |
| CAGR, % | 9.15 |
| Calmar ratio (CAGR / Max DD%) | 0.3051 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 250.02 | Fee: 6.00 | Vol: 16685.01
Realized PnL by Symbol
Details
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