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
1351.12
Total PnL
351.12 (35.11%)
Total Trades (Win/Los)
22 (10/12)
Win Rate
45.45%
Max Drawdown
282.98 (24.15%)
Total Fees
5.35
Position avg (max), %
30.20 (48.02)
Profit Factor
1.91
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 | -6.23% | 14.56% | 3.53% | -1.69% | 0.76% | -3.11% | -9.46% | 9.08% | -0.90% | -10.17% | 6.36% | -4.25% | -4.44% |
| 2025 | -0.16% | 9.00% | 3.26% | 0.27% | 3.44% | -3.37% | 9.60% | 7.45% | -0.51% | -5.09% | 6.54% | 0.22% | 33.72% |
| 2026 | -0.59% | 5.06% | -1.29% | -0.24% | 2.82% | 0.00% | — | — | — | — | — | — | 5.75% |
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 | 1351.12 |
| Min balance | 888.72 |
| Max balance | 1362.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.01 |
| Average monthly return (arithmetic), % | 1.16 |
| Best month, % | 14.56 |
| Worst month, % | -10.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 351.12 |
| Total PnL, % | 35.11 |
| Gross profit | 755.77 |
| Gross loss | 396.10 |
| Trading volume (USDT) | 14883.88 |
| Total transactions (buy/sell) | 24 |
| Total fees | 5.35 |
| Funding net | -3.20 |
| Funding accrued (received) | 18.35 |
| Funding paid | 21.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 10 |
| Los Trades | 12 |
| Win Rate, % | 45.45 |
| Expectancy per trade | 16.3486 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.20 |
| Position max, % of margin balance | 48.02 |
| Max Drawdown | 282.98 |
| Max Drawdown, % | 24.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9080 |
| Recovery Factor (Total PnL / Max DD) | 1.2408 |
| Sharpe ratio (monthly) | 0.7207 |
| Sortino ratio (monthly) | 1.2683 |
| CAGR, % | 13.27 |
| Calmar ratio (CAGR / Max DD%) | 0.5495 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 359.67 | Fee: 5.35 | Vol: 14883.88
Realized PnL by Symbol
Details
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