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
1327.25
Total PnL
327.25 (32.73%)
Total Trades (Win/Los)
19 (11/8)
Win Rate
57.89%
Max Drawdown
270.11 (22.19%)
Total Fees
4.79
Position avg (max), %
30.68 (47.04)
Profit Factor
1.91
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 | -1.68% | 13.88% | 3.38% | -3.42% | 0.43% | -3.05% | -9.35% | 8.89% | -0.17% | -1.12% | 3.53% | -4.22% | 5.18% |
| 2025 | -2.19% | 10.43% | 3.73% | 0.30% | 2.96% | -11.52% | 3.50% | 7.28% | -1.56% | 1.87% | 5.08% | -3.04% | 16.13% |
| 2026 | 2.36% | 5.54% | -3.86% | 2.03% | 2.56% | 0.00% | — | — | — | — | — | — | 8.68% |
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 | 1327.25 |
| Min balance | 947.07 |
| Max balance | 1349.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.09 |
| Best month, % | 13.88 |
| Worst month, % | -11.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 327.25 |
| Total PnL, % | 32.73 |
| Gross profit | 716.88 |
| Gross loss | 374.61 |
| Trading volume (USDT) | 13314.31 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.79 |
| Funding net | -10.23 |
| Funding accrued (received) | 15.49 |
| Funding paid | 25.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 11 |
| Los Trades | 8 |
| Win Rate, % | 57.89 |
| Expectancy per trade | 18.0145 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.68 |
| Position max, % of margin balance | 47.04 |
| Max Drawdown | 270.11 |
| Max Drawdown, % | 22.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9137 |
| Recovery Factor (Total PnL / Max DD) | 1.2115 |
| Sharpe ratio (monthly) | 0.7160 |
| Sortino ratio (monthly) | 1.2009 |
| CAGR, % | 12.44 |
| Calmar ratio (CAGR / Max DD%) | 0.5605 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 342.28 | Fee: 4.79 | Vol: 13314.31
Realized PnL by Symbol
Details
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