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
1154.06
Total PnL
154.06 (15.41%)
Total Trades (Win/Los)
8 (5/3)
Win Rate
62.50%
Max Drawdown
291.13 (23.88%)
Total Fees
1.85
Position avg (max), %
30.24 (46.80)
Profit Factor
1.92
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 | -1.68% | 13.88% | 3.38% | -7.29% | 8.94% | -3.81% | -11.22% | 8.05% | -0.81% | -3.67% | 13.68% | -3.95% | 12.55% |
| 2025 | -0.53% | -8.56% | 5.79% | 0.46% | -9.32% | 0.75% | 3.38% | 7.23% | -1.51% | 2.03% | 5.50% | 0.19% | 3.98% |
| 2026 | 3.19% | 2.87% | -0.75% | -3.23% | -3.26% | 0.00% | — | — | — | — | — | — | -1.37% |
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 | 1154.06 |
| Min balance | 927.88 |
| Max balance | 1257.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.48 |
| Average monthly return (arithmetic), % | 0.66 |
| Best month, % | 13.88 |
| Worst month, % | -11.22 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 154.06 |
| Total PnL, % | 15.41 |
| Gross profit | 336.67 |
| Gross loss | 175.34 |
| Trading volume (USDT) | 5165.07 |
| Total transactions (buy/sell) | 10 |
| Total fees | 1.85 |
| Funding net | -5.42 |
| Funding accrued (received) | 16.72 |
| Funding paid | 22.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 5 |
| Los Trades | 3 |
| Win Rate, % | 62.50 |
| Expectancy per trade | 20.1661 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.24 |
| Position max, % of margin balance | 46.80 |
| Max Drawdown | 291.13 |
| Max Drawdown, % | 23.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9201 |
| Recovery Factor (Total PnL / Max DD) | 0.5292 |
| Sharpe ratio (monthly) | 0.3790 |
| Sortino ratio (monthly) | 0.6161 |
| CAGR, % | 6.11 |
| Calmar ratio (CAGR / Max DD%) | 0.2560 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 161.33 | Fee: 1.85 | Vol: 5165.07
Realized PnL by Symbol
Details
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