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
1155.81
Total PnL
155.81 (15.58%)
Total Trades (Win/Los)
17 (8/9)
Win Rate
47.06%
Max Drawdown
326.96 (27.09%)
Total Fees
3.79
Position avg (max), %
29.12 (48.19)
Profit Factor
1.41
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 | -2.70% | 14.03% | 3.41% | -3.35% | -6.26% | -2.97% | -9.15% | 8.77% | -0.87% | -3.75% | 4.84% | -4.26% | -4.54% |
| 2025 | -0.41% | 9.03% | 3.27% | 0.27% | -5.40% | -5.81% | 3.92% | 7.48% | -1.26% | -6.50% | 7.05% | 0.24% | 10.85% |
| 2026 | 4.03% | 3.60% | -2.88% | 1.81% | 2.52% | 0.00% | — | — | — | — | — | — | 9.24% |
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 | 1155.81 |
| Min balance | 880.06 |
| Max balance | 1207.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.48 |
| Average monthly return (arithmetic), % | 0.62 |
| Best month, % | 14.03 |
| Worst month, % | -9.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 155.81 |
| Total PnL, % | 15.58 |
| Gross profit | 552.84 |
| Gross loss | 391.69 |
| Trading volume (USDT) | 10556.24 |
| Total transactions (buy/sell) | 19 |
| Total fees | 3.79 |
| Funding net | -1.55 |
| Funding accrued (received) | 16.93 |
| Funding paid | 18.48 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 8 |
| Los Trades | 9 |
| Win Rate, % | 47.06 |
| Expectancy per trade | 9.4795 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.12 |
| Position max, % of margin balance | 48.19 |
| Max Drawdown | 326.96 |
| Max Drawdown, % | 27.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4114 |
| Recovery Factor (Total PnL / Max DD) | 0.4765 |
| Sharpe ratio (monthly) | 0.4062 |
| Sortino ratio (monthly) | 0.6846 |
| CAGR, % | 6.18 |
| Calmar ratio (CAGR / Max DD%) | 0.2281 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 161.15 | Fee: 3.79 | Vol: 10556.24
Realized PnL by Symbol
Details
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