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
1460.32
Total PnL
460.32 (46.03%)
Total Trades (Win/Los)
30 (8/22)
Win Rate
26.67%
Max Drawdown
232.76 (18.95%)
Total Fees
7.79
Position avg (max), %
29.10 (46.72)
Profit Factor
2.22
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 | -2.39% | 15.06% | 3.63% | 0.12% | -3.48% | -3.05% | -5.39% | 7.79% | -0.78% | -3.82% | 5.88% | -4.12% | 7.73% |
| 2025 | 4.90% | 8.55% | 3.10% | 0.25% | -5.14% | -6.41% | 9.01% | 7.16% | -0.36% | -0.01% | 5.97% | 0.21% | 29.14% |
| 2026 | 2.26% | 5.22% | -1.21% | 2.03% | -3.18% | 0.00% | — | — | — | — | — | — | 4.99% |
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 | 1460.32 |
| Min balance | 960.56 |
| Max balance | 1552.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.27 |
| Average monthly return (arithmetic), % | 1.39 |
| Best month, % | 15.06 |
| Worst month, % | -6.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 460.32 |
| Total PnL, % | 46.03 |
| Gross profit | 861.01 |
| Gross loss | 387.24 |
| Trading volume (USDT) | 21658.65 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.79 |
| Funding net | -5.67 |
| Funding accrued (received) | 18.05 |
| Funding paid | 23.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 8 |
| Los Trades | 22 |
| Win Rate, % | 26.67 |
| Expectancy per trade | 15.7924 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.10 |
| Position max, % of margin balance | 46.72 |
| Max Drawdown | 232.76 |
| Max Drawdown, % | 18.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2235 |
| Recovery Factor (Total PnL / Max DD) | 1.9777 |
| Sharpe ratio (monthly) | 0.9613 |
| Sortino ratio (monthly) | 2.0417 |
| CAGR, % | 16.98 |
| Calmar ratio (CAGR / Max DD%) | 0.8957 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 473.77 | Fee: 7.79 | Vol: 21658.65
Realized PnL by Symbol
Details
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