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
1758.10
Total PnL
758.10 (75.81%)
Total Trades (Win/Los)
46 (12/34)
Win Rate
26.09%
Max Drawdown
166.91 (14.52%)
Total Fees
12.02
Position avg (max), %
29.41 (47.07)
Profit Factor
3.01
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 | -3.53% | 9.03% | 3.60% | 0.36% | 2.09% | -3.07% | -9.10% | 7.43% | -0.75% | -3.44% | 11.62% | -4.10% | 8.41% |
| 2025 | 4.87% | 8.50% | 3.09% | 0.25% | 5.07% | -4.84% | 9.23% | 7.28% | 0.49% | 0.29% | 6.35% | 0.22% | 47.98% |
| 2026 | 2.08% | 5.14% | -1.31% | 0.37% | 3.10% | 0.00% | — | — | — | — | — | — | 9.61% |
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 | 1758.10 |
| Min balance | 935.58 |
| Max balance | 1767.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.90 |
| Average monthly return (arithmetic), % | 2.01 |
| Best month, % | 11.62 |
| Worst month, % | -9.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 758.10 |
| Total PnL, % | 75.81 |
| Gross profit | 1156.36 |
| Gross loss | 384.22 |
| Trading volume (USDT) | 33417.47 |
| Total transactions (buy/sell) | 48 |
| Total fees | 12.02 |
| Funding net | -2.02 |
| Funding accrued (received) | 21.26 |
| Funding paid | 23.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 12 |
| Los Trades | 34 |
| Win Rate, % | 26.09 |
| Expectancy per trade | 16.7857 |
| Max consecutive wins | 3 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.41 |
| Position max, % of margin balance | 47.07 |
| Max Drawdown | 166.91 |
| Max Drawdown, % | 14.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.0097 |
| Recovery Factor (Total PnL / Max DD) | 4.5421 |
| Sharpe ratio (monthly) | 1.4655 |
| Sortino ratio (monthly) | 3.0247 |
| CAGR, % | 26.32 |
| Calmar ratio (CAGR / Max DD%) | 1.8123 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 772.14 | Fee: 12.02 | Vol: 33417.47
Realized PnL by Symbol
Details
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