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
1368.55
Total PnL
368.55 (36.86%)
Total Trades (Win/Los)
18 (8/10)
Win Rate
44.44%
Max Drawdown
255.90 (21.60%)
Total Fees
4.50
Position avg (max), %
29.27 (44.96)
Profit Factor
2.50
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 | -4.90% | 14.35% | 3.48% | -7.50% | 9.22% | -3.92% | -8.72% | 7.33% | -0.74% | -7.73% | 5.95% | -4.09% | -0.40% |
| 2025 | 0.70% | 9.63% | 3.46% | 0.28% | -5.71% | 0.44% | 9.53% | 6.85% | -0.28% | -0.15% | 6.21% | 0.21% | 34.57% |
| 2026 | 1.84% | 5.07% | -1.29% | -0.25% | -3.07% | 0.00% | — | — | — | — | — | — | 2.13% |
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 | 1368.55 |
| Min balance | 929.07 |
| Max balance | 1463.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.21 |
| Best month, % | 14.35 |
| Worst month, % | -8.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 368.55 |
| Total PnL, % | 36.86 |
| Gross profit | 631.20 |
| Gross loss | 252.94 |
| Trading volume (USDT) | 12520.82 |
| Total transactions (buy/sell) | 20 |
| Total fees | 4.50 |
| Funding net | -5.21 |
| Funding accrued (received) | 17.28 |
| Funding paid | 22.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 8 |
| Los Trades | 10 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 21.0146 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.27 |
| Position max, % of margin balance | 44.96 |
| Max Drawdown | 255.90 |
| Max Drawdown, % | 21.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4955 |
| Recovery Factor (Total PnL / Max DD) | 1.4402 |
| Sharpe ratio (monthly) | 0.7427 |
| Sortino ratio (monthly) | 1.3399 |
| CAGR, % | 13.87 |
| Calmar ratio (CAGR / Max DD%) | 0.6425 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 378.26 | Fee: 4.50 | Vol: 12520.82
Realized PnL by Symbol
Details
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