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
1385.42
Total PnL
385.42 (38.54%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
279.83 (22.99%)
Total Fees
4.30
Position avg (max), %
30.93 (48.09)
Profit Factor
2.39
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% | -10.24% | 8.98% | -0.86% | -1.14% | 3.59% | -4.28% | 3.47% |
| 2025 | -4.70% | 10.88% | 3.87% | 0.32% | 2.71% | -3.30% | 4.04% | 7.46% | -1.57% | 2.02% | 5.47% | -4.25% | 24.00% |
| 2026 | 1.78% | 5.68% | -3.93% | 2.05% | 2.42% | 0.00% | — | — | — | — | — | — | 8.00% |
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 | 1385.42 |
| Min balance | 937.35 |
| Max balance | 1411.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 1.22 |
| Best month, % | 13.88 |
| Worst month, % | -10.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 385.42 |
| Total PnL, % | 38.54 |
| Gross profit | 688.30 |
| Gross loss | 287.56 |
| Trading volume (USDT) | 11971.22 |
| Total transactions (buy/sell) | 19 |
| Total fees | 4.30 |
| Funding net | -11.01 |
| Funding accrued (received) | 15.56 |
| Funding paid | 26.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 23.5728 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.93 |
| Position max, % of margin balance | 48.09 |
| Max Drawdown | 279.83 |
| Max Drawdown, % | 22.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3936 |
| Recovery Factor (Total PnL / Max DD) | 1.3773 |
| Sharpe ratio (monthly) | 0.8362 |
| Sortino ratio (monthly) | 1.5651 |
| CAGR, % | 14.45 |
| Calmar ratio (CAGR / Max DD%) | 0.6287 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 400.74 | Fee: 4.30 | Vol: 11971.22
Realized PnL by Symbol
Details
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