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
1126.78
Total PnL
126.78 (12.68%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
328.20 (26.96%)
Total Fees
3.12
Position avg (max), %
27.89 (48.70)
Profit Factor
1.38
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 | -1.66% | 13.88% | 3.38% | -3.42% | -6.21% | -2.94% | -9.07% | 8.69% | -0.86% | -3.72% | 4.79% | -4.22% | -3.62% |
| 2025 | -0.41% | 8.95% | 3.24% | 0.27% | -5.35% | -7.79% | 3.97% | 7.57% | -1.64% | 1.82% | 4.93% | 0.17% | 15.39% |
| 2026 | 2.87% | 2.59% | -2.49% | 1.87% | -3.34% | 0.00% | — | — | — | — | — | — | 1.34% |
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 | 1126.78 |
| Min balance | 889.18 |
| Max balance | 1217.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.40 |
| Average monthly return (arithmetic), % | 0.53 |
| Best month, % | 13.88 |
| Worst month, % | -9.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 126.78 |
| Total PnL, % | 12.68 |
| Gross profit | 488.83 |
| Gross loss | 354.90 |
| Trading volume (USDT) | 8687.34 |
| Total transactions (buy/sell) | 16 |
| Total fees | 3.12 |
| Funding net | -4.03 |
| Funding accrued (received) | 15.13 |
| Funding paid | 19.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 9.5666 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.89 |
| Position max, % of margin balance | 48.70 |
| Max Drawdown | 328.20 |
| Max Drawdown, % | 26.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3774 |
| Recovery Factor (Total PnL / Max DD) | 0.3863 |
| Sharpe ratio (monthly) | 0.3569 |
| Sortino ratio (monthly) | 0.5933 |
| CAGR, % | 5.07 |
| Calmar ratio (CAGR / Max DD%) | 0.1880 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 133.93 | Fee: 3.12 | Vol: 8687.34
Realized PnL by Symbol
Details
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