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
1451.67
Total PnL
451.67 (45.17%)
Total Trades (Win/Los)
40 (6/34)
Win Rate
15.00%
Max Drawdown
319.87 (23.27%)
Total Fees
11.90
Position avg (max), %
31.31 (48.21)
Profit Factor
3.48
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 | 0.22% | 14.67% | 3.55% | -7.64% | 9.40% | -3.99% | -6.31% | 6.76% | -0.68% | 0.81% | 14.13% | -4.10% | 26.53% |
| 2025 | -0.55% | -8.58% | 5.15% | 0.41% | -8.35% | 0.67% | 12.82% | 7.48% | -0.44% | -0.82% | 5.83% | 0.20% | 12.46% |
| 2026 | 1.50% | 5.14% | -2.55% | 0.50% | -2.36% | 0.00% | — | — | — | — | — | — | 2.04% |
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 | 1451.67 |
| Min balance | 973.73 |
| Max balance | 1550.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.25 |
| Average monthly return (arithmetic), % | 1.43 |
| Best month, % | 14.67 |
| Worst month, % | -8.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 451.67 |
| Total PnL, % | 45.17 |
| Gross profit | 662.37 |
| Gross loss | 190.37 |
| Trading volume (USDT) | 33072.85 |
| Total transactions (buy/sell) | 41 |
| Total fees | 11.90 |
| Funding net | -8.43 |
| Funding accrued (received) | 18.90 |
| Funding paid | 27.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 6 |
| Los Trades | 34 |
| Win Rate, % | 15.00 |
| Expectancy per trade | 11.8002 |
| Max consecutive wins | 2 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.31 |
| Position max, % of margin balance | 48.21 |
| Max Drawdown | 319.87 |
| Max Drawdown, % | 23.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4795 |
| Recovery Factor (Total PnL / Max DD) | 1.4121 |
| Sharpe ratio (monthly) | 0.8176 |
| Sortino ratio (monthly) | 1.5976 |
| CAGR, % | 16.69 |
| Calmar ratio (CAGR / Max DD%) | 0.7171 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 472.01 | Fee: 11.90 | Vol: 33072.85
Realized PnL by Symbol
Details
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