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
1537.73
Total PnL
537.73 (53.77%)
Total Trades (Win/Los)
30 (11/19)
Win Rate
36.67%
Max Drawdown
271.85 (22.14%)
Total Fees
7.93
Position avg (max), %
29.65 (47.77)
Profit Factor
2.24
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 | -2.39% | 15.06% | 3.63% | 0.10% | 1.05% | -3.20% | -10.16% | 5.70% | -0.73% | -5.46% | 6.39% | -4.29% | 3.42% |
| 2025 | 2.04% | 9.15% | 3.31% | 0.27% | 3.75% | -5.79% | 9.55% | 7.40% | -0.44% | -2.69% | 6.54% | 0.22% | 37.27% |
| 2026 | 1.79% | 5.14% | -1.31% | -0.27% | 2.85% | 0.00% | — | — | — | — | — | — | 8.34% |
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 | 1537.73 |
| Min balance | 956.20 |
| Max balance | 1550.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.45 |
| Average monthly return (arithmetic), % | 1.57 |
| Best month, % | 15.06 |
| Worst month, % | -10.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 537.73 |
| Total PnL, % | 53.77 |
| Gross profit | 992.55 |
| Gross loss | 443.33 |
| Trading volume (USDT) | 22040.55 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.93 |
| Funding net | -3.56 |
| Funding accrued (received) | 19.53 |
| Funding paid | 23.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 11 |
| Los Trades | 19 |
| Win Rate, % | 36.67 |
| Expectancy per trade | 18.3073 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.65 |
| Position max, % of margin balance | 47.77 |
| Max Drawdown | 271.85 |
| Max Drawdown, % | 22.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2388 |
| Recovery Factor (Total PnL / Max DD) | 1.9780 |
| Sharpe ratio (monthly) | 1.0625 |
| Sortino ratio (monthly) | 2.0583 |
| CAGR, % | 19.51 |
| Calmar ratio (CAGR / Max DD%) | 0.8811 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 549.22 | Fee: 7.93 | Vol: 22040.55
Realized PnL by Symbol
Details
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