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
1048.02
Total PnL
48.02 (4.80%)
Total Trades (Win/Los)
18 (6/12)
Win Rate
33.33%
Max Drawdown
369.15 (31.15%)
Total Fees
3.97
Position avg (max), %
31.73 (46.12)
Profit Factor
1.17
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 | -4.90% | 14.35% | 3.48% | -7.50% | 9.22% | -3.92% | -8.93% | 7.35% | -0.74% | -7.81% | 5.90% | -4.10% | -0.76% |
| 2025 | -0.55% | -9.00% | 5.65% | 0.45% | -9.12% | 0.73% | 8.84% | 7.12% | -0.51% | -4.36% | 6.29% | 0.22% | 3.89% |
| 2026 | 1.21% | 5.22% | -1.33% | -0.30% | -2.94% | 0.00% | — | — | — | — | — | — | 1.68% |
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 | 1048.02 |
| Min balance | 815.82 |
| Max balance | 1184.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.16 |
| Average monthly return (arithmetic), % | 0.33 |
| Best month, % | 14.35 |
| Worst month, % | -9.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 48.02 |
| Total PnL, % | 4.80 |
| Gross profit | 401.13 |
| Gross loss | 343.36 |
| Trading volume (USDT) | 11051.71 |
| Total transactions (buy/sell) | 20 |
| Total fees | 3.97 |
| Funding net | -5.78 |
| Funding accrued (received) | 16.05 |
| Funding paid | 21.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 6 |
| Los Trades | 12 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 3.2095 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.73 |
| Position max, % of margin balance | 46.12 |
| Max Drawdown | 369.15 |
| Max Drawdown, % | 31.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1683 |
| Recovery Factor (Total PnL / Max DD) | 0.1301 |
| Sharpe ratio (monthly) | 0.1937 |
| Sortino ratio (monthly) | 0.2987 |
| CAGR, % | 1.96 |
| Calmar ratio (CAGR / Max DD%) | 0.0630 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 57.77 | Fee: 3.97 | Vol: 11051.71
Realized PnL by Symbol
Details
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