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
1379.46
Total PnL
379.46 (37.95%)
Total Trades (Win/Los)
14 (8/6)
Win Rate
57.14%
Max Drawdown
237.64 (20.28%)
Total Fees
3.67
Position avg (max), %
29.59 (45.47)
Profit Factor
2.86
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% | -7.59% | 9.34% | -3.96% | -10.37% | 7.56% | -0.76% | -3.18% | 14.10% | -4.06% | 9.42% |
| 2025 | -0.13% | 9.82% | 3.53% | 0.29% | -5.81% | 0.45% | 9.42% | 6.81% | -0.55% | -4.92% | 6.67% | 0.23% | 27.29% |
| 2026 | -1.26% | 5.40% | -1.37% | -0.32% | -3.18% | 0.00% | — | — | — | — | — | — | -0.94% |
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 | 1379.46 |
| Min balance | 923.31 |
| Max balance | 1481.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.08 |
| Average monthly return (arithmetic), % | 1.27 |
| Best month, % | 14.56 |
| Worst month, % | -10.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 379.46 |
| Total PnL, % | 37.95 |
| Gross profit | 594.83 |
| Gross loss | 207.84 |
| Trading volume (USDT) | 10211.08 |
| Total transactions (buy/sell) | 16 |
| Total fees | 3.67 |
| Funding net | -3.86 |
| Funding accrued (received) | 18.82 |
| Funding paid | 22.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 8 |
| Los Trades | 6 |
| Win Rate, % | 57.14 |
| Expectancy per trade | 27.6419 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.59 |
| Position max, % of margin balance | 45.47 |
| Max Drawdown | 237.64 |
| Max Drawdown, % | 20.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8619 |
| Recovery Factor (Total PnL / Max DD) | 1.5968 |
| Sharpe ratio (monthly) | 0.7067 |
| Sortino ratio (monthly) | 1.3457 |
| CAGR, % | 14.25 |
| Calmar ratio (CAGR / Max DD%) | 0.7026 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 386.99 | Fee: 3.67 | Vol: 10211.08
Realized PnL by Symbol
Details
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