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
1253.90
Total PnL
253.90 (25.39%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
349.14 (28.68%)
Total Fees
3.91
Position avg (max), %
30.31 (46.47)
Profit Factor
1.82
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% | -6.33% | -4.42% | -2.98% | -10.06% | 8.89% | -3.17% | -1.07% | 3.71% | -4.34% | -6.41% |
| 2025 | -4.73% | 10.83% | 3.85% | 0.31% | 0.21% | -3.24% | 3.76% | 7.18% | -1.50% | 2.02% | 5.45% | 0.19% | 25.93% |
| 2026 | -0.77% | 5.50% | -2.70% | 2.02% | 2.39% | 0.00% | — | — | — | — | — | — | 6.41% |
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 | 1253.90 |
| Min balance | 868.04 |
| Max balance | 1261.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.76 |
| Average monthly return (arithmetic), % | 0.89 |
| Best month, % | 13.88 |
| Worst month, % | -10.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 253.90 |
| Total PnL, % | 25.39 |
| Gross profit | 587.69 |
| Gross loss | 322.63 |
| Trading volume (USDT) | 10871.12 |
| Total transactions (buy/sell) | 19 |
| Total fees | 3.91 |
| Funding net | -7.25 |
| Funding accrued (received) | 15.20 |
| Funding paid | 22.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 15.5921 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.31 |
| Position max, % of margin balance | 46.47 |
| Max Drawdown | 349.14 |
| Max Drawdown, % | 28.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8216 |
| Recovery Factor (Total PnL / Max DD) | 0.7272 |
| Sharpe ratio (monthly) | 0.5984 |
| Sortino ratio (monthly) | 1.0741 |
| CAGR, % | 9.82 |
| Calmar ratio (CAGR / Max DD%) | 0.3424 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 265.07 | Fee: 3.91 | Vol: 10871.12
Realized PnL by Symbol
Details
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