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
1403.83
Total PnL
403.83 (40.38%)
Total Trades (Win/Los)
25 (11/14)
Win Rate
44.00%
Max Drawdown
277.66 (23.00%)
Total Fees
6.27
Position avg (max), %
30.07 (47.45)
Profit Factor
1.92
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 | -2.70% | 14.03% | 3.41% | -1.36% | 0.43% | -3.01% | -9.16% | 8.76% | -0.87% | -9.84% | 6.71% | -4.09% | -0.37% |
| 2025 | -0.13% | 9.71% | 3.49% | 0.29% | 3.56% | -6.73% | 9.27% | 7.35% | -0.50% | -5.14% | 6.46% | 0.22% | 29.72% |
| 2026 | -0.86% | 5.02% | -1.17% | 2.04% | 3.47% | 0.00% | — | — | — | — | — | — | 8.64% |
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 | 1403.83 |
| Min balance | 929.36 |
| Max balance | 1411.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.14 |
| Average monthly return (arithmetic), % | 1.29 |
| Best month, % | 14.03 |
| Worst month, % | -9.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 403.83 |
| Total PnL, % | 40.38 |
| Gross profit | 860.59 |
| Gross loss | 447.26 |
| Trading volume (USDT) | 17430.64 |
| Total transactions (buy/sell) | 27 |
| Total fees | 6.27 |
| Funding net | -3.23 |
| Funding accrued (received) | 18.81 |
| Funding paid | 22.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 11 |
| Los Trades | 14 |
| Win Rate, % | 44.00 |
| Expectancy per trade | 16.5332 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.07 |
| Position max, % of margin balance | 47.45 |
| Max Drawdown | 277.66 |
| Max Drawdown, % | 23.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9241 |
| Recovery Factor (Total PnL / Max DD) | 1.4544 |
| Sharpe ratio (monthly) | 0.8086 |
| Sortino ratio (monthly) | 1.4339 |
| CAGR, % | 15.08 |
| Calmar ratio (CAGR / Max DD%) | 0.6556 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 413.33 | Fee: 6.27 | Vol: 17430.64
Realized PnL by Symbol
Details
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