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
1367.18
Total PnL
367.18 (36.72%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
293.03 (24.28%)
Total Fees
6.14
Position avg (max), %
30.57 (45.75)
Profit Factor
1.84
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 | -2.70% | 14.03% | 3.41% | -5.82% | 0.13% | -3.17% | -9.29% | 8.46% | 2.19% | -8.50% | 6.78% | -4.13% | -1.33% |
| 2025 | -0.13% | 9.80% | 3.52% | 0.29% | 3.17% | -6.47% | 6.11% | 7.05% | -0.53% | -4.83% | 6.71% | -2.15% | 23.35% |
| 2026 | 4.17% | 5.07% | -2.81% | 1.99% | 3.57% | 0.00% | — | — | — | — | — | — | 12.36% |
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 | 1367.18 |
| Min balance | 913.99 |
| Max balance | 1374.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 14.03 |
| Worst month, % | -9.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 367.18 |
| Total PnL, % | 36.72 |
| Gross profit | 832.27 |
| Gross loss | 451.19 |
| Trading volume (USDT) | 17071.43 |
| Total transactions (buy/sell) | 27 |
| Total fees | 6.14 |
| Funding net | -7.76 |
| Funding accrued (received) | 16.35 |
| Funding paid | 24.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 15.2432 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.57 |
| Position max, % of margin balance | 45.75 |
| Max Drawdown | 293.03 |
| Max Drawdown, % | 24.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8446 |
| Recovery Factor (Total PnL / Max DD) | 1.2531 |
| Sharpe ratio (monthly) | 0.7560 |
| Sortino ratio (monthly) | 1.3012 |
| CAGR, % | 13.83 |
| Calmar ratio (CAGR / Max DD%) | 0.5696 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 381.08 | Fee: 6.14 | Vol: 17071.43
Realized PnL by Symbol
Details
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