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
1333.43
Total PnL
333.43 (33.34%)
Total Trades (Win/Los)
20 (10/10)
Win Rate
50.00%
Max Drawdown
260.49 (22.23%)
Total Fees
4.94
Position avg (max), %
30.31 (47.58)
Profit Factor
1.89
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% | -3.63% | 0.77% | -3.17% | -9.38% | 8.48% | -0.85% | -3.32% | 4.53% | -4.12% | -1.24% |
| 2025 | -0.13% | 9.79% | 3.52% | 0.29% | 3.02% | -3.33% | 6.45% | 7.37% | -0.60% | -6.52% | 7.31% | 0.25% | 29.51% |
| 2026 | -1.76% | 5.12% | -1.30% | -0.24% | 2.55% | 0.00% | — | — | — | — | — | — | 4.27% |
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 | 1333.43 |
| Min balance | 911.21 |
| Max balance | 1353.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.96 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 14.56 |
| Worst month, % | -9.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 333.43 |
| Total PnL, % | 33.34 |
| Gross profit | 722.55 |
| Gross loss | 381.99 |
| Trading volume (USDT) | 13730.69 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.94 |
| Funding net | -2.19 |
| Funding accrued (received) | 19.05 |
| Funding paid | 21.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 10 |
| Los Trades | 10 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 17.0279 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.31 |
| Position max, % of margin balance | 47.58 |
| Max Drawdown | 260.49 |
| Max Drawdown, % | 22.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8915 |
| Recovery Factor (Total PnL / Max DD) | 1.2800 |
| Sharpe ratio (monthly) | 0.7282 |
| Sortino ratio (monthly) | 1.3513 |
| CAGR, % | 12.66 |
| Calmar ratio (CAGR / Max DD%) | 0.5692 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 340.56 | Fee: 4.94 | Vol: 13730.69
Realized PnL by Symbol
Details
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