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
1608.94
Total PnL
608.94 (60.89%)
Total Trades (Win/Los)
56 (11/45)
Win Rate
19.64%
Max Drawdown
216.14 (18.25%)
Total Fees
15.76
Position avg (max), %
29.79 (46.81)
Profit Factor
2.89
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 | -4.98% | 14.37% | 3.49% | 1.62% | -3.96% | -3.12% | -5.53% | 8.00% | -2.98% | -5.35% | 12.19% | -4.14% | 7.14% |
| 2025 | 0.75% | 9.94% | 3.57% | 0.29% | -5.87% | 2.42% | 10.02% | 7.24% | -1.22% | -0.83% | 6.33% | -1.46% | 34.32% |
| 2026 | 1.08% | 5.10% | -0.66% | 2.07% | 3.80% | 0.00% | — | — | — | — | — | — | 11.82% |
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 | 1608.94 |
| Min balance | 945.20 |
| Max balance | 1617.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.60 |
| Average monthly return (arithmetic), % | 1.74 |
| Best month, % | 14.37 |
| Worst month, % | -5.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 608.94 |
| Total PnL, % | 60.89 |
| Gross profit | 958.13 |
| Gross loss | 331.82 |
| Trading volume (USDT) | 43815.85 |
| Total transactions (buy/sell) | 60 |
| Total fees | 15.76 |
| Funding net | -1.62 |
| Funding accrued (received) | 20.74 |
| Funding paid | 22.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 56 |
| Win Trades | 11 |
| Los Trades | 45 |
| Win Rate, % | 19.64 |
| Expectancy per trade | 11.1841 |
| Max consecutive wins | 3 |
| Max consecutive losses | 17 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.79 |
| Position max, % of margin balance | 46.81 |
| Max Drawdown | 216.14 |
| Max Drawdown, % | 18.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8875 |
| Recovery Factor (Total PnL / Max DD) | 2.8173 |
| Sharpe ratio (monthly) | 1.1159 |
| Sortino ratio (monthly) | 2.4968 |
| CAGR, % | 21.77 |
| Calmar ratio (CAGR / Max DD%) | 1.1925 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 626.31 | Fee: 15.76 | Vol: 43815.85
Realized PnL by Symbol
Details
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