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
1459.44
Total PnL
459.44 (45.94%)
Total Trades (Win/Los)
61 (7/54)
Win Rate
11.48%
Max Drawdown
229.44 (17.57%)
Total Fees
15.96
Position avg (max), %
29.84 (49.04)
Profit Factor
2.16
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 | -6.71% | 13.11% | 3.59% | 1.24% | -3.79% | -2.90% | -5.31% | 8.21% | -0.82% | -2.62% | 12.86% | -4.34% | 10.46% |
| 2025 | 0.74% | 9.65% | 3.47% | 0.28% | -5.72% | -6.73% | 11.39% | 7.63% | -1.69% | -1.45% | 6.05% | 0.21% | 24.40% |
| 2026 | 4.73% | 4.81% | -1.36% | 2.31% | -4.09% | 0.00% | — | — | — | — | — | — | 6.23% |
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 | 1459.44 |
| Min balance | 918.78 |
| Max balance | 1594.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.27 |
| Average monthly return (arithmetic), % | 1.42 |
| Best month, % | 13.11 |
| Worst month, % | -6.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 459.44 |
| Total PnL, % | 45.94 |
| Gross profit | 897.55 |
| Gross loss | 415.55 |
| Trading volume (USDT) | 44358.27 |
| Total transactions (buy/sell) | 62 |
| Total fees | 15.96 |
| Funding net | -6.60 |
| Funding accrued (received) | 18.01 |
| Funding paid | 24.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 61 |
| Win Trades | 7 |
| Los Trades | 54 |
| Win Rate, % | 11.48 |
| Expectancy per trade | 7.9018 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.84 |
| Position max, % of margin balance | 49.04 |
| Max Drawdown | 229.44 |
| Max Drawdown, % | 17.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1599 |
| Recovery Factor (Total PnL / Max DD) | 2.0024 |
| Sharpe ratio (monthly) | 0.8709 |
| Sortino ratio (monthly) | 1.8064 |
| CAGR, % | 16.95 |
| Calmar ratio (CAGR / Max DD%) | 0.9646 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 482.01 | Fee: 15.96 | Vol: 44358.27
Realized PnL by Symbol
Details
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