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
1265.64
Total PnL
265.64 (26.56%)
Total Trades (Win/Los)
23 (11/12)
Win Rate
47.83%
Max Drawdown
336.89 (27.62%)
Total Fees
5.58
Position avg (max), %
30.88 (46.64)
Profit Factor
1.60
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% | -9.77% | 0.46% | -3.26% | -9.64% | 8.75% | 2.13% | -1.09% | 5.38% | -4.35% | 1.77% |
| 2025 | -0.42% | 9.53% | 3.43% | 0.28% | 2.95% | -8.25% | 3.47% | 7.21% | -1.18% | -8.33% | 7.16% | -2.16% | 12.57% |
| 2026 | 4.17% | 5.39% | -3.78% | 2.01% | 2.55% | 0.00% | — | — | — | — | — | — | 10.50% |
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 | 1265.64 |
| Min balance | 882.77 |
| Max balance | 1285.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.79 |
| Average monthly return (arithmetic), % | 0.95 |
| Best month, % | 13.85 |
| Worst month, % | -9.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 265.64 |
| Total PnL, % | 26.56 |
| Gross profit | 751.07 |
| Gross loss | 470.46 |
| Trading volume (USDT) | 15523.54 |
| Total transactions (buy/sell) | 25 |
| Total fees | 5.58 |
| Funding net | -9.39 |
| Funding accrued (received) | 15.35 |
| Funding paid | 24.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 11 |
| Los Trades | 12 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 12.2005 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.88 |
| Position max, % of margin balance | 46.64 |
| Max Drawdown | 336.89 |
| Max Drawdown, % | 27.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5965 |
| Recovery Factor (Total PnL / Max DD) | 0.7885 |
| Sharpe ratio (monthly) | 0.5830 |
| Sortino ratio (monthly) | 0.9224 |
| CAGR, % | 10.25 |
| Calmar ratio (CAGR / Max DD%) | 0.3710 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 280.61 | Fee: 5.58 | Vol: 15523.54
Realized PnL by Symbol
Details
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