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
1325.65
Total PnL
325.65 (32.56%)
Total Trades (Win/Los)
21 (11/10)
Win Rate
52.38%
Max Drawdown
344.94 (28.33%)
Total Fees
5.09
Position avg (max), %
30.54 (48.33)
Profit Factor
1.83
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 | -1.66% | 13.88% | 3.38% | -10.49% | 0.46% | -3.29% | -9.74% | 8.85% | 2.15% | -1.10% | 4.46% | -4.07% | 0.15% |
| 2025 | -0.38% | 9.68% | 3.48% | 0.28% | 2.99% | -10.82% | 3.61% | 7.50% | -1.23% | 1.92% | 5.20% | -2.00% | 20.40% |
| 2026 | 3.77% | 5.14% | -3.69% | 2.03% | 2.56% | 0.00% | — | — | — | — | — | — | 9.96% |
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 | 1325.65 |
| Min balance | 872.44 |
| Max balance | 1343.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.94 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 13.88 |
| Worst month, % | -10.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 325.65 |
| Total PnL, % | 32.56 |
| Gross profit | 750.34 |
| Gross loss | 410.18 |
| Trading volume (USDT) | 14163.40 |
| Total transactions (buy/sell) | 23 |
| Total fees | 5.09 |
| Funding net | -9.42 |
| Funding accrued (received) | 15.12 |
| Funding paid | 24.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 11 |
| Los Trades | 10 |
| Win Rate, % | 52.38 |
| Expectancy per trade | 16.1981 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.54 |
| Position max, % of margin balance | 48.33 |
| Max Drawdown | 344.94 |
| Max Drawdown, % | 28.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8293 |
| Recovery Factor (Total PnL / Max DD) | 0.9441 |
| Sharpe ratio (monthly) | 0.6899 |
| Sortino ratio (monthly) | 1.0782 |
| CAGR, % | 12.38 |
| Calmar ratio (CAGR / Max DD%) | 0.4370 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 340.16 | Fee: 5.09 | Vol: 14163.40
Realized PnL by Symbol
Details
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