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
1586.51
Total PnL
586.51 (58.65%)
Total Trades (Win/Los)
108 (12/96)
Win Rate
11.11%
Max Drawdown
194.45 (16.64%)
Total Fees
32.76
Position avg (max), %
30.73 (47.67)
Profit Factor
2.19
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 | -1.59% | 8.85% | 3.54% | 0.27% | 2.93% | -3.29% | -7.08% | 5.67% | 2.77% | -10.50% | 10.61% | -4.19% | 5.94% |
| 2025 | -2.19% | 10.36% | 3.70% | 0.30% | 5.31% | -7.41% | 10.41% | 7.39% | -1.65% | 0.36% | 6.40% | -1.27% | 34.60% |
| 2026 | 1.18% | 5.14% | 1.55% | 2.04% | 0.94% | 0.00% | — | — | — | — | — | — | 11.28% |
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 | 1586.51 |
| Min balance | 954.96 |
| Max balance | 1618.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.55 |
| Average monthly return (arithmetic), % | 1.69 |
| Best month, % | 10.61 |
| Worst month, % | -10.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 586.51 |
| Total PnL, % | 58.65 |
| Gross profit | 1151.60 |
| Gross loss | 525.81 |
| Trading volume (USDT) | 91012.73 |
| Total transactions (buy/sell) | 109 |
| Total fees | 32.76 |
| Funding net | -6.52 |
| Funding accrued (received) | 19.05 |
| Funding paid | 25.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 108 |
| Win Trades | 12 |
| Los Trades | 96 |
| Win Rate, % | 11.11 |
| Expectancy per trade | 5.7944 |
| Max consecutive wins | 2 |
| Max consecutive losses | 48 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.73 |
| Position max, % of margin balance | 47.67 |
| Max Drawdown | 194.45 |
| Max Drawdown, % | 16.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1902 |
| Recovery Factor (Total PnL / Max DD) | 3.0162 |
| Sharpe ratio (monthly) | 1.1229 |
| Sortino ratio (monthly) | 2.0007 |
| CAGR, % | 21.06 |
| Calmar ratio (CAGR / Max DD%) | 1.2658 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 625.79 | Fee: 32.76 | Vol: 91012.73
Realized PnL by Symbol
Details
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