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
1381.36
Total PnL
381.36 (38.14%)
Total Trades (Win/Los)
19 (11/8)
Win Rate
57.89%
Max Drawdown
270.11 (22.19%)
Total Fees
4.80
Position avg (max), %
30.29 (46.33)
Profit Factor
2.13
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% | -3.42% | 0.43% | -3.05% | -9.34% | 8.89% | 1.57% | -1.10% | 3.47% | -4.15% | 7.06% |
| 2025 | -2.15% | 10.25% | 3.66% | 0.30% | 2.91% | -10.98% | 3.07% | 7.15% | -1.53% | 1.84% | 4.99% | -1.92% | 17.18% |
| 2026 | 3.97% | 5.31% | -3.71% | 1.94% | 2.46% | 0.00% | — | — | — | — | — | — | 10.13% |
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 | 1381.36 |
| Min balance | 947.27 |
| Max balance | 1403.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.08 |
| Average monthly return (arithmetic), % | 1.22 |
| Best month, % | 13.88 |
| Worst month, % | -10.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 381.36 |
| Total PnL, % | 38.14 |
| Gross profit | 745.03 |
| Gross loss | 349.06 |
| Trading volume (USDT) | 13360.67 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.80 |
| Funding net | -9.81 |
| Funding accrued (received) | 15.76 |
| Funding paid | 25.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 11 |
| Los Trades | 8 |
| Win Rate, % | 57.89 |
| Expectancy per trade | 20.8405 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.29 |
| Position max, % of margin balance | 46.33 |
| Max Drawdown | 270.11 |
| Max Drawdown, % | 22.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1344 |
| Recovery Factor (Total PnL / Max DD) | 1.4118 |
| Sharpe ratio (monthly) | 0.8163 |
| Sortino ratio (monthly) | 1.3914 |
| CAGR, % | 14.31 |
| Calmar ratio (CAGR / Max DD%) | 0.6451 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 395.97 | Fee: 4.80 | Vol: 13360.67
Realized PnL by Symbol
Details
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