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
1377.43
Total PnL
377.43 (37.74%)
Total Trades (Win/Los)
10 (7/3)
Win Rate
70.00%
Max Drawdown
259.11 (17.89%)
Total Fees
2.59
Position avg (max), %
28.86 (44.47)
Profit Factor
3.44
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 | -1.37% | 13.84% | 3.37% | -7.27% | 8.91% | -3.80% | -10.25% | 7.94% | -0.80% | -3.62% | 13.50% | -3.91% | 13.92% |
| 2025 | -0.37% | 9.46% | 3.41% | 0.28% | -5.62% | 0.44% | 5.36% | 6.83% | -1.03% | -8.95% | 7.72% | 0.26% | 17.42% |
| 2026 | 4.38% | 3.90% | -1.00% | -0.81% | -3.28% | 0.00% | — | — | — | — | — | — | 2.99% |
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 | 1377.43 |
| Min balance | 971.89 |
| Max balance | 1473.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.07 |
| Average monthly return (arithmetic), % | 1.25 |
| Best month, % | 13.84 |
| Worst month, % | -10.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 377.43 |
| Total PnL, % | 37.74 |
| Gross profit | 541.84 |
| Gross loss | 157.71 |
| Trading volume (USDT) | 7209.13 |
| Total transactions (buy/sell) | 12 |
| Total fees | 2.59 |
| Funding net | -4.11 |
| Funding accrued (received) | 18.50 |
| Funding paid | 22.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 7 |
| Los Trades | 3 |
| Win Rate, % | 70.00 |
| Expectancy per trade | 38.4130 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.86 |
| Position max, % of margin balance | 44.47 |
| Max Drawdown | 259.11 |
| Max Drawdown, % | 17.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4357 |
| Recovery Factor (Total PnL / Max DD) | 1.4566 |
| Sharpe ratio (monthly) | 0.7219 |
| Sortino ratio (monthly) | 1.3089 |
| CAGR, % | 14.18 |
| Calmar ratio (CAGR / Max DD%) | 0.7926 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 384.13 | Fee: 2.59 | Vol: 7209.13
Realized PnL by Symbol
Details
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