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
1359.63
Total PnL
359.63 (35.96%)
Total Trades (Win/Los)
11 (6/5)
Win Rate
54.55%
Max Drawdown
244.58 (20.26%)
Total Fees
2.83
Position avg (max), %
28.47 (44.14)
Profit Factor
3.42
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 | -2.70% | 14.03% | 3.41% | -7.36% | 9.03% | -3.84% | -10.37% | 8.05% | -0.81% | -3.66% | 13.67% | -3.95% | 12.60% |
| 2025 | -0.37% | 9.57% | 3.44% | 0.28% | -5.68% | 0.44% | 4.75% | 6.41% | -0.99% | -7.07% | 7.02% | 0.24% | 18.02% |
| 2026 | 4.01% | 3.58% | -0.92% | -0.03% | -4.10% | 0.00% | — | — | — | — | — | — | 2.34% |
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 | 1359.63 |
| Min balance | 958.63 |
| Max balance | 1455.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.03 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 14.03 |
| Worst month, % | -10.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 359.63 |
| Total PnL, % | 35.96 |
| Gross profit | 517.66 |
| Gross loss | 151.18 |
| Trading volume (USDT) | 7879.73 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.83 |
| Funding net | -4.02 |
| Funding accrued (received) | 17.99 |
| Funding paid | 22.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 11 |
| Win Trades | 6 |
| Los Trades | 5 |
| Win Rate, % | 54.55 |
| Expectancy per trade | 33.3163 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.47 |
| Position max, % of margin balance | 44.14 |
| Max Drawdown | 244.58 |
| Max Drawdown, % | 20.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4242 |
| Recovery Factor (Total PnL / Max DD) | 1.4704 |
| Sharpe ratio (monthly) | 0.7015 |
| Sortino ratio (monthly) | 1.2870 |
| CAGR, % | 13.57 |
| Calmar ratio (CAGR / Max DD%) | 0.6695 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 366.48 | Fee: 2.83 | Vol: 7879.73
Realized PnL by Symbol
Details
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