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
1302.19
Total PnL
302.19 (30.22%)
Total Trades (Win/Los)
23 (11/12)
Win Rate
47.83%
Max Drawdown
334.33 (27.41%)
Total Fees
5.66
Position avg (max), %
30.80 (46.42)
Profit Factor
1.70
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 | -1.43% | 13.85% | 3.38% | -9.25% | 0.13% | -3.25% | -9.62% | 8.72% | 2.12% | -1.08% | 5.36% | -4.34% | 2.03% |
| 2025 | -0.42% | 9.51% | 3.42% | 0.28% | 3.30% | -8.26% | 3.45% | 7.17% | -0.62% | -6.57% | 6.95% | -2.10% | 15.51% |
| 2026 | 4.37% | 5.23% | -3.67% | 1.95% | 2.47% | 0.00% | — | — | — | — | — | — | 10.52% |
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 | 1302.19 |
| Min balance | 885.33 |
| Max balance | 1321.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.88 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 13.85 |
| Worst month, % | -9.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 302.19 |
| Total PnL, % | 30.22 |
| Gross profit | 773.19 |
| Gross loss | 456.09 |
| Trading volume (USDT) | 15730.71 |
| Total transactions (buy/sell) | 25 |
| Total fees | 5.66 |
| Funding net | -9.25 |
| Funding accrued (received) | 15.56 |
| Funding paid | 24.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 11 |
| Los Trades | 12 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 13.7869 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.80 |
| Position max, % of margin balance | 46.42 |
| Max Drawdown | 334.33 |
| Max Drawdown, % | 27.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6953 |
| Recovery Factor (Total PnL / Max DD) | 0.9039 |
| Sharpe ratio (monthly) | 0.6533 |
| Sortino ratio (monthly) | 1.0631 |
| CAGR, % | 11.55 |
| Calmar ratio (CAGR / Max DD%) | 0.4215 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 317.10 | Fee: 5.66 | Vol: 15730.71
Realized PnL by Symbol
Details
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