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
1433.29
Total PnL
433.29 (43.33%)
Total Trades (Win/Los)
19 (11/8)
Win Rate
57.89%
Max Drawdown
248.05 (20.34%)
Total Fees
4.83
Position avg (max), %
29.35 (46.24)
Profit Factor
2.27
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 | -1.43% | 13.85% | 3.38% | -1.51% | 0.42% | -2.99% | -9.14% | 8.67% | -0.86% | -3.71% | 4.84% | -4.21% | 5.36% |
| 2025 | -0.40% | 9.21% | 3.32% | 0.27% | 3.21% | -3.27% | 3.86% | 7.14% | -0.58% | -6.86% | 7.12% | 0.24% | 24.46% |
| 2026 | 4.06% | 3.63% | -2.94% | 1.87% | 2.52% | 0.00% | — | — | — | — | — | — | 9.32% |
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 | 1433.29 |
| Min balance | 971.28 |
| Max balance | 1440.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.21 |
| Average monthly return (arithmetic), % | 1.32 |
| Best month, % | 13.85 |
| Worst month, % | -9.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 433.29 |
| Total PnL, % | 43.33 |
| Gross profit | 787.49 |
| Gross loss | 346.26 |
| Trading volume (USDT) | 13439.82 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.83 |
| Funding net | -3.10 |
| Funding accrued (received) | 18.93 |
| Funding paid | 22.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 11 |
| Los Trades | 8 |
| Win Rate, % | 57.89 |
| Expectancy per trade | 23.2224 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.35 |
| Position max, % of margin balance | 46.24 |
| Max Drawdown | 248.05 |
| Max Drawdown, % | 20.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2742 |
| Recovery Factor (Total PnL / Max DD) | 1.7468 |
| Sharpe ratio (monthly) | 0.9439 |
| Sortino ratio (monthly) | 1.7940 |
| CAGR, % | 16.08 |
| Calmar ratio (CAGR / Max DD%) | 0.7904 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 441.23 | Fee: 4.83 | Vol: 13439.82
Realized PnL by Symbol
Details
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