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
1143.14
Total PnL
143.14 (14.31%)
Total Trades (Win/Los)
17 (9/8)
Win Rate
52.94%
Max Drawdown
328.20 (26.85%)
Total Fees
3.85
Position avg (max), %
29.02 (47.80)
Profit Factor
1.37
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 | -1.14% | 13.81% | 3.37% | -3.41% | -6.18% | -2.93% | -9.02% | 8.64% | -0.86% | -3.70% | 4.77% | -4.20% | -3.11% |
| 2025 | -0.40% | 8.90% | 3.22% | 0.26% | -5.33% | -5.83% | 3.46% | 7.41% | -1.17% | -8.59% | 7.14% | 0.24% | 7.91% |
| 2026 | 4.08% | 3.64% | -2.91% | 1.83% | 2.55% | 0.00% | — | — | — | — | — | — | 9.35% |
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 | 1143.14 |
| Min balance | 894.36 |
| Max balance | 1222.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.45 |
| Average monthly return (arithmetic), % | 0.59 |
| Best month, % | 13.81 |
| Worst month, % | -9.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 143.14 |
| Total PnL, % | 14.31 |
| Gross profit | 554.30 |
| Gross loss | 405.91 |
| Trading volume (USDT) | 10707.08 |
| Total transactions (buy/sell) | 19 |
| Total fees | 3.85 |
| Funding net | -1.40 |
| Funding accrued (received) | 17.07 |
| Funding paid | 18.48 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 9 |
| Los Trades | 8 |
| Win Rate, % | 52.94 |
| Expectancy per trade | 8.7288 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.02 |
| Position max, % of margin balance | 47.80 |
| Max Drawdown | 328.20 |
| Max Drawdown, % | 26.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3656 |
| Recovery Factor (Total PnL / Max DD) | 0.4361 |
| Sharpe ratio (monthly) | 0.3816 |
| Sortino ratio (monthly) | 0.6246 |
| CAGR, % | 5.70 |
| Calmar ratio (CAGR / Max DD%) | 0.2122 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 148.39 | Fee: 3.85 | Vol: 10707.08
Realized PnL by Symbol
Details
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