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
1570.47
Total PnL
570.47 (57.05%)
Total Trades (Win/Los)
26 (11/15)
Win Rate
42.31%
Max Drawdown
230.87 (19.68%)
Total Fees
6.66
Position avg (max), %
30.21 (48.60)
Profit Factor
2.44
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 | -6.08% | 14.53% | 3.52% | -0.94% | 0.44% | -3.09% | -7.92% | 8.13% | -0.81% | -7.16% | 6.82% | -4.04% | 0.92% |
| 2025 | 0.67% | 9.51% | 3.42% | 0.28% | 4.76% | -5.59% | 9.76% | 7.55% | -0.45% | -3.19% | 6.69% | 0.23% | 37.61% |
| 2026 | 1.02% | 5.29% | -0.27% | 2.04% | 4.50% | 0.00% | — | — | — | — | — | — | 13.11% |
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 | 1570.47 |
| Min balance | 924.76 |
| Max balance | 1578.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.52 |
| Average monthly return (arithmetic), % | 1.66 |
| Best month, % | 14.53 |
| Worst month, % | -7.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 570.47 |
| Total PnL, % | 57.05 |
| Gross profit | 985.02 |
| Gross loss | 404.25 |
| Trading volume (USDT) | 18515.40 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.66 |
| Funding net | -3.64 |
| Funding accrued (received) | 19.40 |
| Funding paid | 23.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 11 |
| Los Trades | 15 |
| Win Rate, % | 42.31 |
| Expectancy per trade | 22.3373 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.21 |
| Position max, % of margin balance | 48.60 |
| Max Drawdown | 230.87 |
| Max Drawdown, % | 19.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4367 |
| Recovery Factor (Total PnL / Max DD) | 2.4709 |
| Sharpe ratio (monthly) | 1.0770 |
| Sortino ratio (monthly) | 2.1174 |
| CAGR, % | 20.55 |
| Calmar ratio (CAGR / Max DD%) | 1.0444 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 580.77 | Fee: 6.66 | Vol: 18515.40
Realized PnL by Symbol
Details
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