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
1342.40
Total PnL
342.40 (34.24%)
Total Trades (Win/Los)
19 (10/9)
Win Rate
52.63%
Max Drawdown
305.89 (25.08%)
Total Fees
4.69
Position avg (max), %
30.29 (48.72)
Profit Factor
1.88
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% | -6.80% | 0.13% | -3.16% | -9.36% | 8.46% | -0.84% | -3.84% | 4.54% | -4.13% | -1.52% |
| 2025 | -0.39% | 9.85% | 3.53% | 0.29% | 3.03% | -3.34% | 4.11% | 7.57% | -1.21% | -8.13% | 7.68% | 0.26% | 24.15% |
| 2026 | 4.36% | 3.88% | -3.06% | 1.89% | 2.57% | 0.00% | — | — | — | — | — | — | 9.82% |
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 | 1342.40 |
| Min balance | 913.78 |
| Max balance | 1349.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.99 |
| Average monthly return (arithmetic), % | 1.12 |
| Best month, % | 13.85 |
| Worst month, % | -9.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 342.40 |
| Total PnL, % | 34.24 |
| Gross profit | 746.39 |
| Gross loss | 396.26 |
| Trading volume (USDT) | 13037.68 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.69 |
| Funding net | -3.05 |
| Funding accrued (received) | 18.48 |
| Funding paid | 21.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 10 |
| Los Trades | 9 |
| Win Rate, % | 52.63 |
| Expectancy per trade | 18.4283 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.29 |
| Position max, % of margin balance | 48.72 |
| Max Drawdown | 305.89 |
| Max Drawdown, % | 25.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8836 |
| Recovery Factor (Total PnL / Max DD) | 1.1194 |
| Sharpe ratio (monthly) | 0.7431 |
| Sortino ratio (monthly) | 1.3033 |
| CAGR, % | 12.97 |
| Calmar ratio (CAGR / Max DD%) | 0.5171 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 350.14 | Fee: 4.69 | Vol: 13037.68
Realized PnL by Symbol
Details
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