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
1135.09
Total PnL
135.09 (13.51%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
365.02 (29.99%)
Total Fees
5.76
Position avg (max), %
31.61 (45.93)
Profit Factor
1.30
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 | -1.68% | 13.88% | 3.38% | -8.57% | -3.54% | -3.36% | -9.94% | 9.05% | 0.10% | -1.14% | 3.50% | -4.28% | -5.01% |
| 2025 | -2.21% | 5.09% | 5.20% | 0.42% | 1.98% | -11.06% | 3.15% | 7.00% | -1.49% | 1.86% | 5.03% | -2.30% | 11.91% |
| 2026 | 5.30% | 4.86% | -4.88% | -0.74% | 2.45% | 0.00% | — | — | — | — | — | — | 6.79% |
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 | 1135.09 |
| Min balance | 852.17 |
| Max balance | 1217.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 0.57 |
| Best month, % | 13.88 |
| Worst month, % | -11.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 135.09 |
| Total PnL, % | 13.51 |
| Gross profit | 645.72 |
| Gross loss | 496.30 |
| Trading volume (USDT) | 16017.45 |
| Total transactions (buy/sell) | 27 |
| Total fees | 5.76 |
| Funding net | -8.58 |
| Funding accrued (received) | 14.81 |
| Funding paid | 23.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 5.9770 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.61 |
| Position max, % of margin balance | 45.93 |
| Max Drawdown | 365.02 |
| Max Drawdown, % | 29.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3011 |
| Recovery Factor (Total PnL / Max DD) | 0.3701 |
| Sharpe ratio (monthly) | 0.3661 |
| Sortino ratio (monthly) | 0.5553 |
| CAGR, % | 5.39 |
| Calmar ratio (CAGR / Max DD%) | 0.1796 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 149.42 | Fee: 5.76 | Vol: 16017.45
Realized PnL by Symbol
Details
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