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
1082.61
Total PnL
82.61 (8.26%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
285.55 (24.15%)
Total Fees
2.71
Position avg (max), %
31.41 (48.11)
Profit Factor
1.34
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 | -6.23% | 14.56% | 3.53% | -7.59% | 9.34% | -3.96% | -10.37% | 7.56% | -0.76% | -3.68% | 14.18% | -4.08% | 8.90% |
| 2025 | -0.55% | -8.96% | 5.58% | 0.45% | -9.00% | 0.72% | 3.91% | 7.46% | -1.26% | -6.80% | 7.06% | 0.24% | -2.94% |
| 2026 | 4.03% | 3.60% | -0.93% | -0.04% | -4.01% | 0.00% | — | — | — | — | — | — | 2.45% |
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 | 1082.61 |
| Min balance | 896.91 |
| Max balance | 1182.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.27 |
| Average monthly return (arithmetic), % | 0.47 |
| Best month, % | 14.56 |
| Worst month, % | -10.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 82.61 |
| Total PnL, % | 8.26 |
| Gross profit | 357.30 |
| Gross loss | 266.15 |
| Trading volume (USDT) | 7557.53 |
| Total transactions (buy/sell) | 14 |
| Total fees | 2.71 |
| Funding net | -5.83 |
| Funding accrued (received) | 16.44 |
| Funding paid | 22.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 7.5964 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.41 |
| Position max, % of margin balance | 48.11 |
| Max Drawdown | 285.55 |
| Max Drawdown, % | 24.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3425 |
| Recovery Factor (Total PnL / Max DD) | 0.2893 |
| Sharpe ratio (monthly) | 0.2530 |
| Sortino ratio (monthly) | 0.4050 |
| CAGR, % | 3.34 |
| Calmar ratio (CAGR / Max DD%) | 0.1384 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 91.16 | Fee: 2.71 | Vol: 7557.53
Realized PnL by Symbol
Details
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