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
1492.66
Total PnL
492.66 (49.27%)
Total Trades (Win/Los)
24 (6/18)
Win Rate
25.00%
Max Drawdown
287.34 (21.83%)
Total Fees
6.30
Position avg (max), %
31.29 (49.09)
Profit Factor
3.15
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 | -2.43% | 11.33% | 3.49% | -7.51% | 9.23% | -1.87% | 1.96% | 6.43% | -0.65% | -4.72% | 10.16% | -4.28% | 20.70% |
| 2025 | -0.58% | -6.29% | 5.27% | 0.42% | -8.53% | 0.68% | 13.13% | 7.64% | -1.74% | -0.80% | 6.69% | 0.23% | 15.14% |
| 2026 | 3.89% | 4.80% | -1.22% | 2.97% | -2.99% | 0.00% | — | — | — | — | — | — | 7.43% |
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 | 1492.66 |
| Min balance | 949.71 |
| Max balance | 1580.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.34 |
| Average monthly return (arithmetic), % | 1.49 |
| Best month, % | 13.13 |
| Worst month, % | -8.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 492.66 |
| Total PnL, % | 49.27 |
| Gross profit | 739.50 |
| Gross loss | 234.73 |
| Trading volume (USDT) | 17508.76 |
| Total transactions (buy/sell) | 25 |
| Total fees | 6.30 |
| Funding net | -5.81 |
| Funding accrued (received) | 19.73 |
| Funding paid | 25.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 6 |
| Los Trades | 18 |
| Win Rate, % | 25.00 |
| Expectancy per trade | 21.0320 |
| Max consecutive wins | 1 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.29 |
| Position max, % of margin balance | 49.09 |
| Max Drawdown | 287.34 |
| Max Drawdown, % | 21.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.1504 |
| Recovery Factor (Total PnL / Max DD) | 1.7146 |
| Sharpe ratio (monthly) | 0.9468 |
| Sortino ratio (monthly) | 1.8504 |
| CAGR, % | 18.04 |
| Calmar ratio (CAGR / Max DD%) | 0.8264 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 504.77 | Fee: 6.30 | Vol: 17508.76
Realized PnL by Symbol
Details
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