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
1112.35
Total PnL
112.35 (11.23%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
362.73 (29.80%)
Total Fees
5.71
Position avg (max), %
31.64 (45.83)
Profit Factor
1.25
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% | -8.50% | -3.39% | -3.35% | -9.92% | 9.03% | -0.17% | -1.14% | 3.50% | -4.28% | -5.04% |
| 2025 | -2.21% | 4.45% | 5.24% | 0.42% | 2.00% | -11.34% | 3.18% | 7.07% | -1.51% | 1.87% | 5.08% | -2.98% | 10.30% |
| 2026 | 5.09% | 4.94% | -5.12% | -0.80% | 2.33% | 0.00% | — | — | — | — | — | — | 6.22% |
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 | 1112.35 |
| Min balance | 854.46 |
| Max balance | 1217.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.36 |
| Average monthly return (arithmetic), % | 0.50 |
| Best month, % | 13.88 |
| Worst month, % | -11.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 112.35 |
| Total PnL, % | 11.23 |
| Gross profit | 633.52 |
| Gross loss | 507.00 |
| Trading volume (USDT) | 15868.40 |
| Total transactions (buy/sell) | 27 |
| Total fees | 5.71 |
| Funding net | -8.47 |
| Funding accrued (received) | 14.77 |
| Funding paid | 23.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 5.0610 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.64 |
| Position max, % of margin balance | 45.83 |
| Max Drawdown | 362.73 |
| Max Drawdown, % | 29.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2496 |
| Recovery Factor (Total PnL / Max DD) | 0.3097 |
| Sharpe ratio (monthly) | 0.3221 |
| Sortino ratio (monthly) | 0.4839 |
| CAGR, % | 4.51 |
| Calmar ratio (CAGR / Max DD%) | 0.1513 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 126.53 | Fee: 5.71 | Vol: 15868.40
Realized PnL by Symbol
Details
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