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
1115.00
Total PnL
115.00 (11.50%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
291.13 (23.92%)
Total Fees
2.29
Position avg (max), %
31.35 (46.87)
Profit Factor
1.53
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 | -2.92% | 14.06% | 3.42% | -7.37% | 9.04% | -3.85% | -10.39% | 8.07% | -0.81% | -3.67% | 13.70% | -3.96% | 12.37% |
| 2025 | -0.53% | -8.57% | 5.80% | 0.46% | -9.33% | 0.75% | 3.38% | 7.25% | -1.14% | -7.09% | 6.88% | 0.23% | -3.66% |
| 2026 | 3.94% | 3.52% | -0.91% | 0.00% | -3.37% | 0.00% | — | — | — | — | — | — | 3.02% |
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 | 1115.00 |
| Min balance | 926.04 |
| Max balance | 1217.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.36 |
| Average monthly return (arithmetic), % | 0.55 |
| Best month, % | 14.06 |
| Worst month, % | -10.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 115.00 |
| Total PnL, % | 11.50 |
| Gross profit | 356.31 |
| Gross loss | 233.52 |
| Trading volume (USDT) | 6390.02 |
| Total transactions (buy/sell) | 12 |
| Total fees | 2.29 |
| Funding net | -5.49 |
| Funding accrued (received) | 17.10 |
| Funding paid | 22.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 12.2792 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.35 |
| Position max, % of margin balance | 46.87 |
| Max Drawdown | 291.13 |
| Max Drawdown, % | 23.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5258 |
| Recovery Factor (Total PnL / Max DD) | 0.3950 |
| Sharpe ratio (monthly) | 0.3095 |
| Sortino ratio (monthly) | 0.5000 |
| CAGR, % | 4.61 |
| Calmar ratio (CAGR / Max DD%) | 0.1928 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 122.79 | Fee: 2.29 | Vol: 6390.02
Realized PnL by Symbol
Details
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