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
1425.11
Total PnL
425.11 (42.51%)
Total Trades (Win/Los)
28 (6/22)
Win Rate
21.43%
Max Drawdown
303.90 (23.60%)
Total Fees
7.85
Position avg (max), %
31.87 (48.05)
Profit Factor
3.29
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 | -1.21% | 14.88% | 3.59% | -7.73% | 9.52% | -4.04% | -6.39% | 6.85% | -0.69% | -3.68% | 13.01% | -4.38% | 17.86% |
| 2025 | -0.59% | -8.44% | 5.13% | 0.41% | -8.31% | 0.66% | 12.77% | 7.45% | 0.38% | 0.27% | 6.14% | 0.21% | 15.03% |
| 2026 | 4.80% | 4.88% | -2.51% | 0.43% | -2.30% | 0.00% | — | — | — | — | — | — | 5.14% |
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 | 1425.11 |
| Min balance | 973.73 |
| Max balance | 1519.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.19 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 14.88 |
| Worst month, % | -8.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 425.11 |
| Total PnL, % | 42.51 |
| Gross profit | 635.69 |
| Gross loss | 193.09 |
| Trading volume (USDT) | 21810.97 |
| Total transactions (buy/sell) | 29 |
| Total fees | 7.85 |
| Funding net | -9.64 |
| Funding accrued (received) | 17.77 |
| Funding paid | 27.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 6 |
| Los Trades | 22 |
| Win Rate, % | 21.43 |
| Expectancy per trade | 15.8069 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.87 |
| Position max, % of margin balance | 48.05 |
| Max Drawdown | 303.90 |
| Max Drawdown, % | 23.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.2922 |
| Recovery Factor (Total PnL / Max DD) | 1.3988 |
| Sharpe ratio (monthly) | 0.7770 |
| Sortino ratio (monthly) | 1.4911 |
| CAGR, % | 15.80 |
| Calmar ratio (CAGR / Max DD%) | 0.6695 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 442.59 | Fee: 7.85 | Vol: 21810.97
Realized PnL by Symbol
Details
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