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
1066.21
Total PnL
66.21 (6.62%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
328.20 (26.90%)
Total Fees
3.59
Position avg (max), %
29.10 (47.89)
Profit Factor
1.17
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 | -1.37% | 13.84% | 3.37% | -3.41% | -6.20% | -2.93% | -9.04% | 8.66% | -0.86% | -3.71% | 4.78% | -4.21% | -3.34% |
| 2025 | -0.41% | 8.92% | 3.23% | 0.26% | -5.34% | -5.84% | 3.47% | 7.43% | -1.17% | -9.54% | 7.23% | 0.25% | 6.90% |
| 2026 | 4.12% | 3.68% | -2.94% | 1.85% | -3.30% | 0.00% | — | — | — | — | — | — | 3.19% |
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 | 1066.21 |
| Min balance | 892.07 |
| Max balance | 1220.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.21 |
| Average monthly return (arithmetic), % | 0.36 |
| Best month, % | 13.84 |
| Worst month, % | -9.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 66.21 |
| Total PnL, % | 6.62 |
| Gross profit | 512.12 |
| Gross loss | 439.51 |
| Trading volume (USDT) | 10000.33 |
| Total transactions (buy/sell) | 18 |
| Total fees | 3.59 |
| Funding net | -2.81 |
| Funding accrued (received) | 16.32 |
| Funding paid | 19.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 4.5385 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.10 |
| Position max, % of margin balance | 47.89 |
| Max Drawdown | 328.20 |
| Max Drawdown, % | 26.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1652 |
| Recovery Factor (Total PnL / Max DD) | 0.2017 |
| Sharpe ratio (monthly) | 0.2295 |
| Sortino ratio (monthly) | 0.3664 |
| CAGR, % | 2.69 |
| Calmar ratio (CAGR / Max DD%) | 0.1000 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 72.62 | Fee: 3.59 | Vol: 10000.33
Realized PnL by Symbol
Details
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