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
1384.57
Total PnL
384.57 (38.46%)
Total Trades (Win/Los)
160 (9/151)
Win Rate
5.63%
Max Drawdown
232.07 (19.60%)
Total Fees
40.80
Position avg (max), %
29.43 (46.49)
Profit Factor
1.91
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 | -4.97% | 14.36% | 3.49% | 0.35% | -3.59% | -3.15% | -5.58% | 8.08% | -0.81% | -7.57% | 10.32% | -4.26% | 4.14% |
| 2025 | 5.18% | 7.84% | 2.87% | 0.24% | -4.76% | -4.81% | 10.80% | 7.18% | 0.51% | 0.39% | 5.91% | -4.69% | 28.26% |
| 2026 | 2.62% | 5.05% | -3.67% | 2.27% | -2.37% | 0.00% | — | — | — | — | — | — | 3.68% |
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 | 1384.57 |
| Min balance | 945.25 |
| Max balance | 1516.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 1.24 |
| Best month, % | 14.36 |
| Worst month, % | -7.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 384.57 |
| Total PnL, % | 38.46 |
| Gross profit | 905.90 |
| Gross loss | 473.81 |
| Trading volume (USDT) | 113380.04 |
| Total transactions (buy/sell) | 164 |
| Total fees | 40.80 |
| Funding net | -6.72 |
| Funding accrued (received) | 17.24 |
| Funding paid | 23.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 160 |
| Win Trades | 9 |
| Los Trades | 151 |
| Win Rate, % | 5.63 |
| Expectancy per trade | 2.7006 |
| Max consecutive wins | 2 |
| Max consecutive losses | 102 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.43 |
| Position max, % of margin balance | 46.49 |
| Max Drawdown | 232.07 |
| Max Drawdown, % | 19.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9120 |
| Recovery Factor (Total PnL / Max DD) | 1.6571 |
| Sharpe ratio (monthly) | 0.7748 |
| Sortino ratio (monthly) | 1.5148 |
| CAGR, % | 14.42 |
| Calmar ratio (CAGR / Max DD%) | 0.7361 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 432.09 | Fee: 40.80 | Vol: 113380.04
Realized PnL by Symbol
Details
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