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
1651.55
Total PnL
651.55 (65.15%)
Total Trades (Win/Los)
46 (11/35)
Win Rate
23.91%
Max Drawdown
246.81 (19.63%)
Total Fees
12.71
Position avg (max), %
31.12 (47.58)
Profit Factor
2.32
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 | 0.54% | 14.62% | 3.54% | -3.06% | 1.91% | -3.20% | -7.96% | 8.35% | 2.71% | -4.16% | 9.27% | -4.10% | 17.39% |
| 2025 | -5.32% | 10.62% | 3.79% | 0.31% | 4.66% | -8.57% | 12.25% | 7.37% | 0.50% | -2.80% | 6.63% | -5.43% | 23.89% |
| 2026 | 0.29% | 5.09% | 1.15% | 2.03% | 4.42% | 0.00% | — | — | — | — | — | — | 13.58% |
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 | 1651.55 |
| Min balance | 976.95 |
| Max balance | 1659.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.69 |
| Average monthly return (arithmetic), % | 1.85 |
| Best month, % | 14.62 |
| Worst month, % | -8.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 651.55 |
| Total PnL, % | 65.15 |
| Gross profit | 1184.53 |
| Gross loss | 511.43 |
| Trading volume (USDT) | 35316.46 |
| Total transactions (buy/sell) | 47 |
| Total fees | 12.71 |
| Funding net | -8.84 |
| Funding accrued (received) | 19.38 |
| Funding paid | 28.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 11 |
| Los Trades | 35 |
| Win Rate, % | 23.91 |
| Expectancy per trade | 14.6325 |
| Max consecutive wins | 3 |
| Max consecutive losses | 16 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.12 |
| Position max, % of margin balance | 47.58 |
| Max Drawdown | 246.81 |
| Max Drawdown, % | 19.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3161 |
| Recovery Factor (Total PnL / Max DD) | 2.6399 |
| Sharpe ratio (monthly) | 1.1119 |
| Sortino ratio (monthly) | 2.1925 |
| CAGR, % | 23.09 |
| Calmar ratio (CAGR / Max DD%) | 1.1765 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 673.10 | Fee: 12.71 | Vol: 35316.46
Realized PnL by Symbol
Details
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