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
1588.47
Total PnL
588.47 (58.85%)
Total Trades (Win/Los)
24 (8/16)
Win Rate
33.33%
Max Drawdown
205.67 (16.75%)
Total Fees
6.64
Position avg (max), %
29.75 (46.72)
Profit Factor
3.81
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 | -2.39% | 15.06% | 3.63% | -7.81% | 9.63% | -4.08% | -6.45% | 6.93% | -0.70% | -3.81% | 8.32% | -4.30% | 11.75% |
| 2025 | 0.71% | 9.54% | 3.43% | 0.28% | -5.66% | 0.44% | 11.17% | 7.02% | 0.56% | 0.20% | 5.99% | 0.21% | 38.02% |
| 2026 | 2.10% | 5.03% | -1.28% | 0.38% | -3.05% | 0.00% | — | — | — | — | — | — | 3.01% |
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 | 1588.47 |
| Min balance | 960.56 |
| Max balance | 1687.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.56 |
| Average monthly return (arithmetic), % | 1.70 |
| Best month, % | 15.06 |
| Worst month, % | -7.81 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 588.47 |
| Total PnL, % | 58.85 |
| Gross profit | 816.82 |
| Gross loss | 214.14 |
| Trading volume (USDT) | 18478.00 |
| Total transactions (buy/sell) | 26 |
| Total fees | 6.64 |
| Funding net | -7.58 |
| Funding accrued (received) | 18.45 |
| Funding paid | 26.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 8 |
| Los Trades | 16 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 25.1120 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.75 |
| Position max, % of margin balance | 46.72 |
| Max Drawdown | 205.67 |
| Max Drawdown, % | 16.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.8145 |
| Recovery Factor (Total PnL / Max DD) | 2.8612 |
| Sharpe ratio (monthly) | 1.0717 |
| Sortino ratio (monthly) | 2.2749 |
| CAGR, % | 21.12 |
| Calmar ratio (CAGR / Max DD%) | 1.2612 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 602.69 | Fee: 6.64 | Vol: 18478.00
Realized PnL by Symbol
Details
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