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
1878.39
Total PnL
878.39 (87.84%)
Total Trades (Win/Los)
76 (11/65)
Win Rate
14.47%
Max Drawdown
220.33 (12.13%)
Total Fees
26.59
Position avg (max), %
29.46 (46.37)
Profit Factor
4.24
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 | -4.98% | 14.37% | 3.49% | 0.35% | 3.09% | -3.24% | -5.47% | 7.56% | -0.76% | -4.05% | 12.00% | -4.11% | 17.04% |
| 2025 | 0.75% | 10.01% | 3.59% | 0.29% | 5.26% | 2.75% | 10.06% | 7.16% | -2.09% | -1.23% | 5.75% | 0.20% | 50.53% |
| 2026 | 2.35% | 4.94% | -0.63% | 2.05% | -2.09% | 0.00% | — | — | — | — | — | — | 6.64% |
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 | 1878.39 |
| Min balance | 945.20 |
| Max balance | 1975.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.12 |
| Average monthly return (arithmetic), % | 2.25 |
| Best month, % | 14.37 |
| Worst month, % | -5.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 878.39 |
| Total PnL, % | 87.84 |
| Gross profit | 1192.54 |
| Gross loss | 281.36 |
| Trading volume (USDT) | 73923.61 |
| Total transactions (buy/sell) | 81 |
| Total fees | 26.59 |
| Funding net | -6.20 |
| Funding accrued (received) | 21.12 |
| Funding paid | 27.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 76 |
| Win Trades | 11 |
| Los Trades | 65 |
| Win Rate, % | 14.47 |
| Expectancy per trade | 11.9892 |
| Max consecutive wins | 3 |
| Max consecutive losses | 34 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.46 |
| Position max, % of margin balance | 46.37 |
| Max Drawdown | 220.33 |
| Max Drawdown, % | 12.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.2384 |
| Recovery Factor (Total PnL / Max DD) | 3.9867 |
| Sharpe ratio (monthly) | 1.5490 |
| Sortino ratio (monthly) | 4.0664 |
| CAGR, % | 29.83 |
| Calmar ratio (CAGR / Max DD%) | 2.4588 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 911.18 | Fee: 26.59 | Vol: 73923.61
Realized PnL by Symbol
Details
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