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
1508.55
Total PnL
508.55 (50.86%)
Total Trades (Win/Los)
24 (11/13)
Win Rate
45.83%
Max Drawdown
280.42 (22.30%)
Total Fees
6.33
Position avg (max), %
30.24 (48.59)
Profit Factor
2.20
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 | 0.54% | 14.62% | 3.54% | -1.47% | 0.74% | -3.18% | -9.30% | 8.43% | -0.84% | -8.62% | 7.28% | -4.22% | 5.00% |
| 2025 | -0.15% | 9.21% | 3.33% | 0.27% | 3.36% | -6.88% | 9.76% | 7.55% | -0.58% | -4.57% | 6.80% | 0.23% | 30.37% |
| 2026 | 0.69% | 5.03% | -1.17% | 2.00% | 3.40% | 0.00% | — | — | — | — | — | — | 10.22% |
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 | 1508.55 |
| Min balance | 976.95 |
| Max balance | 1516.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.38 |
| Average monthly return (arithmetic), % | 1.53 |
| Best month, % | 14.62 |
| Worst month, % | -9.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 508.55 |
| Total PnL, % | 50.86 |
| Gross profit | 953.81 |
| Gross loss | 434.16 |
| Trading volume (USDT) | 17587.41 |
| Total transactions (buy/sell) | 25 |
| Total fees | 6.33 |
| Funding net | -4.78 |
| Funding accrued (received) | 19.35 |
| Funding paid | 24.12 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 11 |
| Los Trades | 13 |
| Win Rate, % | 45.83 |
| Expectancy per trade | 21.6523 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.24 |
| Position max, % of margin balance | 48.59 |
| Max Drawdown | 280.42 |
| Max Drawdown, % | 22.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1969 |
| Recovery Factor (Total PnL / Max DD) | 1.8135 |
| Sharpe ratio (monthly) | 0.9707 |
| Sortino ratio (monthly) | 1.7904 |
| CAGR, % | 18.56 |
| Calmar ratio (CAGR / Max DD%) | 0.8323 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 519.65 | Fee: 6.33 | Vol: 17587.41
Realized PnL by Symbol
Details
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