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
1288.38
Total PnL
288.38 (28.84%)
Total Trades (Win/Los)
15 (9/6)
Win Rate
60.00%
Max Drawdown
318.15 (26.14%)
Total Fees
3.55
Position avg (max), %
28.76 (48.13)
Profit Factor
1.99
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 | -1.68% | 13.88% | 3.38% | -3.42% | -3.00% | -3.16% | -10.61% | 9.34% | -0.92% | -3.98% | 3.44% | -4.20% | -3.24% |
| 2025 | -4.57% | 10.46% | 3.73% | 0.30% | 1.79% | -3.33% | 3.99% | 7.47% | -1.60% | 1.92% | 5.20% | 0.18% | 27.47% |
| 2026 | 3.02% | 2.73% | -0.71% | -3.07% | 2.57% | 0.00% | — | — | — | — | — | — | 4.47% |
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 | 1288.38 |
| Min balance | 899.04 |
| Max balance | 1320.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.85 |
| Average monthly return (arithmetic), % | 0.97 |
| Best month, % | 13.88 |
| Worst month, % | -10.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 288.38 |
| Total PnL, % | 28.84 |
| Gross profit | 592.24 |
| Gross loss | 297.67 |
| Trading volume (USDT) | 9875.87 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.55 |
| Funding net | -2.64 |
| Funding accrued (received) | 17.06 |
| Funding paid | 19.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 9 |
| Los Trades | 6 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 19.6380 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.76 |
| Position max, % of margin balance | 48.13 |
| Max Drawdown | 318.15 |
| Max Drawdown, % | 26.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9896 |
| Recovery Factor (Total PnL / Max DD) | 0.9065 |
| Sharpe ratio (monthly) | 0.6722 |
| Sortino ratio (monthly) | 1.2292 |
| CAGR, % | 11.06 |
| Calmar ratio (CAGR / Max DD%) | 0.4233 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 294.57 | Fee: 3.55 | Vol: 9875.87
Realized PnL by Symbol
Details
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