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
1044.62
Total PnL
44.62 (4.46%)
Total Trades (Win/Los)
20 (8/12)
Win Rate
40.00%
Max Drawdown
321.81 (27.47%)
Total Fees
4.44
Position avg (max), %
30.20 (48.05)
Profit Factor
1.11
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% | -3.63% | -5.81% | -3.05% | -9.43% | 9.07% | -0.90% | -3.33% | 5.34% | -4.35% | -6.69% |
| 2025 | -0.17% | 9.22% | 3.33% | 0.27% | -5.50% | -5.92% | 6.42% | 7.45% | -1.26% | -6.48% | 7.03% | 0.24% | 13.79% |
| 2026 | -1.52% | 5.20% | -3.71% | 2.02% | -3.31% | 0.00% | — | — | — | — | — | — | -1.59% |
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 | 1044.62 |
| Min balance | 849.88 |
| Max balance | 1171.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.15 |
| Average monthly return (arithmetic), % | 0.30 |
| Best month, % | 14.56 |
| Worst month, % | -9.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 44.62 |
| Total PnL, % | 4.46 |
| Gross profit | 520.55 |
| Gross loss | 468.91 |
| Trading volume (USDT) | 12339.67 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.44 |
| Funding net | -2.58 |
| Funding accrued (received) | 16.71 |
| Funding paid | 19.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 8 |
| Los Trades | 12 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 2.5820 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.20 |
| Position max, % of margin balance | 48.05 |
| Max Drawdown | 321.81 |
| Max Drawdown, % | 27.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1101 |
| Recovery Factor (Total PnL / Max DD) | 0.1387 |
| Sharpe ratio (monthly) | 0.1856 |
| Sortino ratio (monthly) | 0.3065 |
| CAGR, % | 1.82 |
| Calmar ratio (CAGR / Max DD%) | 0.0664 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 51.64 | Fee: 4.44 | Vol: 12339.67
Realized PnL by Symbol
Details
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