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
1129.62
Total PnL
129.62 (12.96%)
Total Trades (Win/Los)
22 (8/14)
Win Rate
36.36%
Max Drawdown
307.35 (26.23%)
Total Fees
4.96
Position avg (max), %
29.58 (47.02)
Profit Factor
1.30
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 | -6.23% | 14.56% | 3.53% | -0.92% | -5.65% | -2.97% | -7.91% | 8.65% | -0.86% | -8.68% | 5.47% | -4.00% | -7.48% |
| 2025 | 0.66% | 9.22% | 3.33% | 0.27% | -5.50% | -5.93% | 9.09% | 7.27% | -0.59% | -4.22% | 6.66% | 0.23% | 20.62% |
| 2026 | 1.11% | 5.26% | -3.72% | 2.00% | -3.13% | 0.00% | — | — | — | — | — | — | 1.24% |
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 | 1129.62 |
| Min balance | 864.35 |
| Max balance | 1213.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.41 |
| Average monthly return (arithmetic), % | 0.57 |
| Best month, % | 14.56 |
| Worst month, % | -8.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 129.62 |
| Total PnL, % | 12.96 |
| Gross profit | 598.63 |
| Gross loss | 461.02 |
| Trading volume (USDT) | 13804.64 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.96 |
| Funding net | -3.04 |
| Funding accrued (received) | 16.63 |
| Funding paid | 19.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 8 |
| Los Trades | 14 |
| Win Rate, % | 36.36 |
| Expectancy per trade | 6.2552 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.58 |
| Position max, % of margin balance | 47.02 |
| Max Drawdown | 307.35 |
| Max Drawdown, % | 26.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2985 |
| Recovery Factor (Total PnL / Max DD) | 0.4217 |
| Sharpe ratio (monthly) | 0.3449 |
| Sortino ratio (monthly) | 0.5810 |
| CAGR, % | 5.18 |
| Calmar ratio (CAGR / Max DD%) | 0.1973 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 137.61 | Fee: 4.96 | Vol: 13804.64
Realized PnL by Symbol
Details
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