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
1352.13
Total PnL
352.13 (35.21%)
Total Trades (Win/Los)
17 (10/7)
Win Rate
58.82%
Max Drawdown
344.94 (28.33%)
Total Fees
4.00
Position avg (max), %
28.77 (47.42)
Profit Factor
2.17
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 | -1.66% | 13.88% | 3.38% | -10.49% | 0.46% | -3.29% | -9.74% | 8.85% | -0.88% | -3.78% | 4.88% | -4.29% | -5.30% |
| 2025 | -0.41% | 9.10% | 3.29% | 0.27% | 3.09% | -3.28% | 3.92% | 7.34% | -1.20% | 1.88% | 5.10% | 0.18% | 32.64% |
| 2026 | 2.97% | 2.68% | -2.53% | 1.88% | 2.55% | 0.00% | — | — | — | — | — | — | 7.66% |
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 | 1352.13 |
| Min balance | 872.44 |
| Max balance | 1359.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.01 |
| Average monthly return (arithmetic), % | 1.14 |
| Best month, % | 13.88 |
| Worst month, % | -10.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 352.13 |
| Total PnL, % | 35.21 |
| Gross profit | 668.56 |
| Gross loss | 307.88 |
| Trading volume (USDT) | 11116.57 |
| Total transactions (buy/sell) | 19 |
| Total fees | 4.00 |
| Funding net | -4.55 |
| Funding accrued (received) | 16.17 |
| Funding paid | 20.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 10 |
| Los Trades | 7 |
| Win Rate, % | 58.82 |
| Expectancy per trade | 21.2166 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.77 |
| Position max, % of margin balance | 47.42 |
| Max Drawdown | 344.94 |
| Max Drawdown, % | 28.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1715 |
| Recovery Factor (Total PnL / Max DD) | 1.0209 |
| Sharpe ratio (monthly) | 0.7800 |
| Sortino ratio (monthly) | 1.3125 |
| CAGR, % | 13.31 |
| Calmar ratio (CAGR / Max DD%) | 0.4696 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 360.68 | Fee: 4.00 | Vol: 11116.57
Realized PnL by Symbol
Details
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