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
1203.41
Total PnL
203.41 (20.34%)
Total Trades (Win/Los)
20 (6/14)
Win Rate
30.00%
Max Drawdown
339.58 (27.65%)
Total Fees
4.82
Position avg (max), %
32.22 (46.72)
Profit Factor
1.77
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 | -2.39% | 15.06% | 3.63% | -7.81% | 9.63% | -4.08% | -8.89% | 7.11% | -0.72% | -4.08% | 7.47% | -4.11% | 8.06% |
| 2025 | -0.56% | -9.03% | 5.63% | 0.45% | -9.08% | 0.73% | 8.97% | 7.18% | -0.46% | -0.11% | 6.30% | 0.22% | 8.75% |
| 2026 | 1.61% | 4.97% | -1.27% | 0.40% | -3.13% | 0.00% | — | — | — | — | — | — | 2.43% |
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 | 1203.41 |
| Min balance | 888.48 |
| Max balance | 1278.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.62 |
| Average monthly return (arithmetic), % | 0.79 |
| Best month, % | 15.06 |
| Worst month, % | -9.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 203.41 |
| Total PnL, % | 20.34 |
| Gross profit | 495.22 |
| Gross loss | 279.20 |
| Trading volume (USDT) | 13421.36 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.82 |
| Funding net | -7.79 |
| Funding accrued (received) | 16.87 |
| Funding paid | 24.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 6 |
| Los Trades | 14 |
| Win Rate, % | 30.00 |
| Expectancy per trade | 10.8010 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.22 |
| Position max, % of margin balance | 46.72 |
| Max Drawdown | 339.58 |
| Max Drawdown, % | 27.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7737 |
| Recovery Factor (Total PnL / Max DD) | 0.5990 |
| Sharpe ratio (monthly) | 0.4673 |
| Sortino ratio (monthly) | 0.7751 |
| CAGR, % | 7.97 |
| Calmar ratio (CAGR / Max DD%) | 0.2882 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 216.02 | Fee: 4.82 | Vol: 13421.36
Realized PnL by Symbol
Details
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