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
1196.30
Total PnL
196.30 (19.63%)
Total Trades (Win/Los)
22 (9/13)
Win Rate
40.91%
Max Drawdown
308.90 (26.36%)
Total Fees
4.94
Position avg (max), %
29.61 (47.38)
Profit Factor
1.47
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% | -0.92% | -5.65% | -2.97% | -7.91% | 8.65% | -0.86% | -8.84% | 5.48% | -4.01% | -7.64% |
| 2025 | -0.14% | 9.31% | 3.36% | 0.27% | -5.54% | -5.98% | 9.18% | 7.34% | -0.60% | -4.26% | 6.72% | 0.23% | 19.87% |
| 2026 | 0.94% | 5.31% | -2.91% | 2.00% | 2.65% | 0.00% | — | — | — | — | — | — | 8.08% |
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 | 1196.30 |
| Min balance | 862.80 |
| Max balance | 1202.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.60 |
| Average monthly return (arithmetic), % | 0.76 |
| Best month, % | 14.56 |
| Worst month, % | -8.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 196.30 |
| Total PnL, % | 19.63 |
| Gross profit | 635.97 |
| Gross loss | 432.40 |
| Trading volume (USDT) | 13725.90 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.94 |
| Funding net | -2.34 |
| Funding accrued (received) | 16.94 |
| Funding paid | 19.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 9 |
| Los Trades | 13 |
| Win Rate, % | 40.91 |
| Expectancy per trade | 9.2532 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.61 |
| Position max, % of margin balance | 47.38 |
| Max Drawdown | 308.90 |
| Max Drawdown, % | 26.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4708 |
| Recovery Factor (Total PnL / Max DD) | 0.6355 |
| Sharpe ratio (monthly) | 0.4628 |
| Sortino ratio (monthly) | 0.7898 |
| CAGR, % | 7.70 |
| Calmar ratio (CAGR / Max DD%) | 0.2922 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 203.57 | Fee: 4.94 | Vol: 13725.90
Realized PnL by Symbol
Details
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