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
1273.88
Total PnL
273.88 (27.39%)
Total Trades (Win/Los)
22 (8/14)
Win Rate
36.36%
Max Drawdown
262.55 (22.16%)
Total Fees
5.27
Position avg (max), %
29.14 (46.95)
Profit Factor
1.71
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 | -4.90% | 14.35% | 3.48% | 0.33% | -5.46% | -2.89% | -7.50% | 8.39% | -0.84% | -5.62% | 6.72% | -4.09% | -0.46% |
| 2025 | 1.91% | 8.46% | 3.08% | 0.25% | -5.10% | -5.14% | 9.11% | 7.26% | -0.54% | -2.68% | 6.75% | 0.23% | 24.63% |
| 2026 | 1.77% | 5.09% | -2.82% | 1.99% | -3.12% | 0.00% | — | — | — | — | — | — | 2.70% |
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 | 1273.88 |
| Min balance | 922.42 |
| Max balance | 1354.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.81 |
| Average monthly return (arithmetic), % | 0.95 |
| Best month, % | 14.35 |
| Worst month, % | -7.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 273.88 |
| Total PnL, % | 27.39 |
| Gross profit | 681.84 |
| Gross loss | 398.84 |
| Trading volume (USDT) | 14653.56 |
| Total transactions (buy/sell) | 24 |
| Total fees | 5.27 |
| Funding net | -3.85 |
| Funding accrued (received) | 17.24 |
| Funding paid | 21.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 8 |
| Los Trades | 14 |
| Win Rate, % | 36.36 |
| Expectancy per trade | 12.8636 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.14 |
| Position max, % of margin balance | 46.95 |
| Max Drawdown | 262.55 |
| Max Drawdown, % | 22.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7096 |
| Recovery Factor (Total PnL / Max DD) | 1.0432 |
| Sharpe ratio (monthly) | 0.6174 |
| Sortino ratio (monthly) | 1.1505 |
| CAGR, % | 10.54 |
| Calmar ratio (CAGR / Max DD%) | 0.4759 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 283.00 | Fee: 5.27 | Vol: 14653.56
Realized PnL by Symbol
Details
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