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
1307.10
Total PnL
307.10 (30.71%)
Total Trades (Win/Los)
102 (7/95)
Win Rate
6.86%
Max Drawdown
314.53 (24.42%)
Total Fees
26.77
Position avg (max), %
31.99 (48.41)
Profit Factor
2.26
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 | -1.90% | 14.98% | 3.62% | -7.78% | 9.58% | -4.06% | -6.43% | 6.89% | -0.70% | 0.40% | 9.11% | -4.38% | 17.91% |
| 2025 | -0.59% | -9.34% | 5.18% | 0.42% | -8.39% | 0.67% | 12.89% | 7.52% | -0.49% | -0.91% | 5.61% | 0.19% | 11.18% |
| 2026 | 2.71% | 5.14% | -4.49% | 0.26% | -3.57% | 0.00% | — | — | — | — | — | — | -0.26% |
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 | 1307.10 |
| Min balance | 965.52 |
| Max balance | 1445.18 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.90 |
| Average monthly return (arithmetic), % | 1.07 |
| Best month, % | 14.98 |
| Worst month, % | -9.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 307.10 |
| Total PnL, % | 30.71 |
| Gross profit | 618.19 |
| Gross loss | 273.74 |
| Trading volume (USDT) | 74412.07 |
| Total transactions (buy/sell) | 106 |
| Total fees | 26.77 |
| Funding net | -10.57 |
| Funding accrued (received) | 16.89 |
| Funding paid | 27.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 7 |
| Los Trades | 95 |
| Win Rate, % | 6.86 |
| Expectancy per trade | 3.3769 |
| Max consecutive wins | 2 |
| Max consecutive losses | 64 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.99 |
| Position max, % of margin balance | 48.41 |
| Max Drawdown | 314.53 |
| Max Drawdown, % | 24.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2583 |
| Recovery Factor (Total PnL / Max DD) | 0.9764 |
| Sharpe ratio (monthly) | 0.6208 |
| Sortino ratio (monthly) | 1.1145 |
| CAGR, % | 11.73 |
| Calmar ratio (CAGR / Max DD%) | 0.4803 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 344.45 | Fee: 26.77 | Vol: 74412.07
Realized PnL by Symbol
Details
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