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
1737.42
Total PnL
737.42 (73.74%)
Total Trades (Win/Los)
152 (12/140)
Win Rate
7.89%
Max Drawdown
222.77 (13.26%)
Total Fees
45.46
Position avg (max), %
28.84 (45.74)
Profit Factor
2.85
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 | 0.23% | 14.67% | 3.55% | -2.13% | 2.80% | -3.15% | -8.69% | 6.90% | -0.70% | 1.31% | 10.87% | -4.28% | 20.86% |
| 2025 | 4.98% | 8.46% | 3.08% | 0.25% | -5.09% | -2.68% | 13.69% | 6.79% | -2.69% | -5.58% | 7.12% | 0.24% | 30.17% |
| 2026 | 2.14% | 4.93% | -2.86% | 2.27% | 3.75% | 0.00% | — | — | — | — | — | — | 10.46% |
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 | 1737.42 |
| Min balance | 973.81 |
| Max balance | 1750.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.86 |
| Average monthly return (arithmetic), % | 2.01 |
| Best month, % | 14.67 |
| Worst month, % | -8.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 737.42 |
| Total PnL, % | 73.74 |
| Gross profit | 1215.27 |
| Gross loss | 426.73 |
| Trading volume (USDT) | 126290.36 |
| Total transactions (buy/sell) | 154 |
| Total fees | 45.46 |
| Funding net | -5.67 |
| Funding accrued (received) | 20.28 |
| Funding paid | 25.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 152 |
| Win Trades | 12 |
| Los Trades | 140 |
| Win Rate, % | 7.89 |
| Expectancy per trade | 5.1878 |
| Max consecutive wins | 3 |
| Max consecutive losses | 52 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.84 |
| Position max, % of margin balance | 45.74 |
| Max Drawdown | 222.77 |
| Max Drawdown, % | 13.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8479 |
| Recovery Factor (Total PnL / Max DD) | 3.3102 |
| Sharpe ratio (monthly) | 1.2623 |
| Sortino ratio (monthly) | 2.7728 |
| CAGR, % | 25.70 |
| Calmar ratio (CAGR / Max DD%) | 1.9382 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 788.54 | Fee: 45.46 | Vol: 126290.36
Realized PnL by Symbol
Details
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