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
1445.87
Total PnL
445.87 (44.59%)
Total Trades (Win/Los)
8 (7/1)
Win Rate
87.50%
Max Drawdown
244.58 (20.09%)
Total Fees
2.00
Position avg (max), %
27.53 (44.56)
Profit Factor
7.61
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 | -1.66% | 13.88% | 3.38% | -7.29% | 8.94% | -3.81% | -10.27% | 7.97% | -0.80% | -3.63% | 13.53% | -3.92% | 13.63% |
| 2025 | -0.37% | 9.48% | 3.41% | 0.28% | -5.63% | 0.44% | 5.37% | 6.84% | -1.40% | 2.10% | 5.67% | 0.20% | 28.63% |
| 2026 | 3.28% | 2.95% | -0.77% | -3.20% | -3.13% | 0.00% | — | — | — | — | — | — | -1.07% |
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 | 1445.87 |
| Min balance | 968.99 |
| Max balance | 1573.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.24 |
| Average monthly return (arithmetic), % | 1.39 |
| Best month, % | 13.88 |
| Worst month, % | -10.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 445.87 |
| Total PnL, % | 44.59 |
| Gross profit | 520.83 |
| Gross loss | 68.44 |
| Trading volume (USDT) | 5579.54 |
| Total transactions (buy/sell) | 10 |
| Total fees | 2.00 |
| Funding net | -4.52 |
| Funding accrued (received) | 17.53 |
| Funding paid | 22.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 7 |
| Los Trades | 1 |
| Win Rate, % | 87.50 |
| Expectancy per trade | 56.5492 |
| Max consecutive wins | 7 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.53 |
| Position max, % of margin balance | 44.56 |
| Max Drawdown | 244.58 |
| Max Drawdown, % | 20.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 7.6100 |
| Recovery Factor (Total PnL / Max DD) | 1.8230 |
| Sharpe ratio (monthly) | 0.8514 |
| Sortino ratio (monthly) | 1.6418 |
| CAGR, % | 16.50 |
| Calmar ratio (CAGR / Max DD%) | 0.8211 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 452.39 | Fee: 2.00 | Vol: 5579.54
Realized PnL by Symbol
Details
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