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
1273.89
Total PnL
273.89 (27.39%)
Total Trades (Win/Los)
19 (10/9)
Win Rate
52.63%
Max Drawdown
338.48 (27.75%)
Total Fees
4.54
Position avg (max), %
30.00 (47.00)
Profit Factor
1.70
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% | -9.61% | 0.13% | -3.26% | -9.66% | 8.76% | -0.87% | -3.75% | 4.83% | -4.25% | -4.42% |
| 2025 | -0.41% | 9.02% | 3.26% | 0.27% | 3.45% | -3.38% | 3.88% | 7.27% | -1.19% | -8.40% | 7.22% | 0.25% | 21.80% |
| 2026 | 4.12% | 3.67% | -2.96% | 1.88% | 2.56% | 0.00% | — | — | — | — | — | — | 9.45% |
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 | 1273.89 |
| Min balance | 881.18 |
| Max balance | 1280.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.81 |
| Average monthly return (arithmetic), % | 0.95 |
| Best month, % | 13.85 |
| Worst month, % | -9.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 273.89 |
| Total PnL, % | 27.39 |
| Gross profit | 686.07 |
| Gross loss | 404.05 |
| Trading volume (USDT) | 12621.45 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.54 |
| Funding net | -3.59 |
| Funding accrued (received) | 17.31 |
| Funding paid | 20.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 10 |
| Los Trades | 9 |
| Win Rate, % | 52.63 |
| Expectancy per trade | 14.8431 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.00 |
| Position max, % of margin balance | 47.00 |
| Max Drawdown | 338.48 |
| Max Drawdown, % | 27.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6980 |
| Recovery Factor (Total PnL / Max DD) | 0.8092 |
| Sharpe ratio (monthly) | 0.6156 |
| Sortino ratio (monthly) | 1.0061 |
| CAGR, % | 10.54 |
| Calmar ratio (CAGR / Max DD%) | 0.3799 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 282.02 | Fee: 4.54 | Vol: 12621.45
Realized PnL by Symbol
Details
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