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
1496.80
Total PnL
496.80 (49.68%)
Total Trades (Win/Los)
18 (6/12)
Win Rate
33.33%
Max Drawdown
303.90 (23.34%)
Total Fees
4.64
Position avg (max), %
31.22 (47.53)
Profit Factor
4.99
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 | -1.04% | 14.85% | 3.59% | -7.72% | 9.51% | -4.03% | -6.38% | 6.84% | -0.69% | -2.07% | 12.28% | -4.33% | 19.31% |
| 2025 | -0.59% | -8.33% | 5.06% | 0.41% | -8.21% | 0.65% | 12.59% | 7.36% | 0.37% | 0.27% | 6.07% | 0.21% | 14.85% |
| 2026 | 4.75% | 4.83% | -1.23% | 2.86% | -2.05% | 0.00% | — | — | — | — | — | — | 9.26% |
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 | 1496.80 |
| Min balance | 973.73 |
| Max balance | 1568.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.35 |
| Average monthly return (arithmetic), % | 1.53 |
| Best month, % | 14.85 |
| Worst month, % | -8.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 496.80 |
| Total PnL, % | 49.68 |
| Gross profit | 638.37 |
| Gross loss | 127.90 |
| Trading volume (USDT) | 12893.38 |
| Total transactions (buy/sell) | 19 |
| Total fees | 4.64 |
| Funding net | -9.04 |
| Funding accrued (received) | 17.78 |
| Funding paid | 26.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 6 |
| Los Trades | 12 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 28.3597 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.22 |
| Position max, % of margin balance | 47.53 |
| Max Drawdown | 303.90 |
| Max Drawdown, % | 23.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.9912 |
| Recovery Factor (Total PnL / Max DD) | 1.6347 |
| Sharpe ratio (monthly) | 0.8877 |
| Sortino ratio (monthly) | 1.7193 |
| CAGR, % | 18.18 |
| Calmar ratio (CAGR / Max DD%) | 0.7788 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 510.47 | Fee: 4.64 | Vol: 12893.38
Realized PnL by Symbol
Details
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