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
1419.07
Total PnL
419.07 (41.91%)
Total Trades (Win/Los)
15 (9/6)
Win Rate
60.00%
Max Drawdown
270.11 (22.19%)
Total Fees
3.74
Position avg (max), %
28.40 (47.57)
Profit Factor
2.59
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 | -1.66% | 13.88% | 3.38% | -3.42% | 0.43% | -3.05% | -9.34% | 8.89% | -0.88% | -3.80% | 3.79% | -4.35% | 1.73% |
| 2025 | -0.42% | 9.54% | 3.43% | 0.28% | 2.95% | -3.25% | 3.99% | 7.37% | -1.56% | 2.00% | 5.41% | 0.19% | 33.42% |
| 2026 | 3.14% | 2.83% | -0.74% | -3.17% | 2.58% | 0.00% | — | — | — | — | — | — | 4.57% |
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 | 1419.07 |
| Min balance | 947.27 |
| Max balance | 1456.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.17 |
| Average monthly return (arithmetic), % | 1.28 |
| Best month, % | 13.88 |
| Worst month, % | -9.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 419.07 |
| Total PnL, % | 41.91 |
| Gross profit | 692.32 |
| Gross loss | 267.22 |
| Trading volume (USDT) | 10399.73 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.74 |
| Funding net | -2.30 |
| Funding accrued (received) | 18.23 |
| Funding paid | 20.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 9 |
| Los Trades | 6 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 28.3400 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.40 |
| Position max, % of margin balance | 47.57 |
| Max Drawdown | 270.11 |
| Max Drawdown, % | 22.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5908 |
| Recovery Factor (Total PnL / Max DD) | 1.5514 |
| Sharpe ratio (monthly) | 0.9483 |
| Sortino ratio (monthly) | 1.8696 |
| CAGR, % | 15.60 |
| Calmar ratio (CAGR / Max DD%) | 0.7029 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 425.10 | Fee: 3.74 | Vol: 10399.73
Realized PnL by Symbol
Details
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