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
1445.09
Total PnL
445.09 (44.51%)
Total Trades (Win/Los)
15 (10/5)
Win Rate
66.67%
Max Drawdown
270.11 (22.19%)
Total Fees
3.73
Position avg (max), %
29.18 (48.22)
Profit Factor
2.90
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 | -1.68% | 13.88% | 3.38% | -3.42% | 0.43% | -3.05% | -9.35% | 8.89% | -0.88% | -3.80% | 3.79% | -4.35% | 1.71% |
| 2025 | -2.19% | 9.71% | 3.49% | 0.29% | 3.00% | -3.31% | 4.05% | 7.48% | -1.58% | 2.03% | 5.49% | 0.19% | 31.65% |
| 2026 | 3.18% | 2.86% | -2.60% | 1.86% | 2.50% | 0.00% | — | — | — | — | — | — | 7.94% |
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 | 1445.09 |
| Min balance | 947.07 |
| Max balance | 1452.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.24 |
| Average monthly return (arithmetic), % | 1.34 |
| Best month, % | 13.88 |
| Worst month, % | -9.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 445.09 |
| Total PnL, % | 44.51 |
| Gross profit | 692.30 |
| Gross loss | 238.74 |
| Trading volume (USDT) | 10379.15 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.73 |
| Funding net | -4.74 |
| Funding accrued (received) | 17.50 |
| Funding paid | 22.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 10 |
| Los Trades | 5 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 30.2372 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.18 |
| Position max, % of margin balance | 48.22 |
| Max Drawdown | 270.11 |
| Max Drawdown, % | 22.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8998 |
| Recovery Factor (Total PnL / Max DD) | 1.6478 |
| Sharpe ratio (monthly) | 0.9891 |
| Sortino ratio (monthly) | 1.9532 |
| CAGR, % | 16.47 |
| Calmar ratio (CAGR / Max DD%) | 0.7422 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 453.56 | Fee: 3.73 | Vol: 10379.15
Realized PnL by Symbol
Details
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