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
1413.51
Total PnL
413.51 (41.35%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
270.11 (22.19%)
Total Fees
4.33
Position avg (max), %
30.74 (47.40)
Profit Factor
2.56
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 | -4.62% | 10.70% | 3.81% | 0.31% | 3.02% | -3.37% | 3.97% | 7.34% | -1.55% | 1.99% | 5.39% | -3.73% | 24.46% |
| 2026 | 1.74% | 5.57% | -3.86% | 2.01% | 2.53% | 0.00% | — | — | — | — | — | — | 8.01% |
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 | 1413.51 |
| Min balance | 947.07 |
| Max balance | 1437.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.28 |
| Best month, % | 13.88 |
| Worst month, % | -9.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 413.51 |
| Total PnL, % | 41.35 |
| Gross profit | 704.75 |
| Gross loss | 275.21 |
| Trading volume (USDT) | 12053.81 |
| Total transactions (buy/sell) | 19 |
| Total fees | 4.33 |
| Funding net | -11.70 |
| Funding accrued (received) | 15.36 |
| Funding paid | 27.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 25.2675 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.74 |
| Position max, % of margin balance | 47.40 |
| Max Drawdown | 270.11 |
| Max Drawdown, % | 22.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5608 |
| Recovery Factor (Total PnL / Max DD) | 1.5309 |
| Sharpe ratio (monthly) | 0.9006 |
| Sortino ratio (monthly) | 1.7419 |
| CAGR, % | 15.41 |
| Calmar ratio (CAGR / Max DD%) | 0.6944 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 429.55 | Fee: 4.33 | Vol: 12053.81
Realized PnL by Symbol
Details
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