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
1272.51
Total PnL
272.51 (27.25%)
Total Trades (Win/Los)
15 (10/5)
Win Rate
66.67%
Max Drawdown
349.14 (28.68%)
Total Fees
3.42
Position avg (max), %
29.35 (46.47)
Profit Factor
2.01
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% | -6.33% | -4.42% | -2.98% | -10.06% | 8.89% | -3.17% | -1.07% | 3.71% | -4.34% | -6.41% |
| 2025 | -4.73% | 10.83% | 3.85% | 0.31% | 0.21% | -3.24% | 3.76% | 7.18% | -1.50% | 2.02% | 5.45% | 0.19% | 25.93% |
| 2026 | 3.16% | 2.85% | -2.60% | 1.88% | 2.57% | 0.00% | — | — | — | — | — | — | 7.99% |
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 | 1272.51 |
| Min balance | 868.04 |
| Max balance | 1279.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.81 |
| Average monthly return (arithmetic), % | 0.93 |
| Best month, % | 13.88 |
| Worst month, % | -10.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 272.51 |
| Total PnL, % | 27.25 |
| Gross profit | 562.93 |
| Gross loss | 280.41 |
| Trading volume (USDT) | 9525.64 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.42 |
| Funding net | -6.58 |
| Funding accrued (received) | 14.91 |
| Funding paid | 21.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 10 |
| Los Trades | 5 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 18.8344 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.35 |
| Position max, % of margin balance | 46.47 |
| Max Drawdown | 349.14 |
| Max Drawdown, % | 28.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0075 |
| Recovery Factor (Total PnL / Max DD) | 0.7805 |
| Sharpe ratio (monthly) | 0.6364 |
| Sortino ratio (monthly) | 1.1336 |
| CAGR, % | 10.49 |
| Calmar ratio (CAGR / Max DD%) | 0.3659 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 282.52 | Fee: 3.42 | Vol: 9525.64
Realized PnL by Symbol
Details
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