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
1256.11
Total PnL
256.11 (25.61%)
Total Trades (Win/Los)
49 (7/42)
Win Rate
14.29%
Max Drawdown
318.57 (25.84%)
Total Fees
12.40
Position avg (max), %
32.62 (47.52)
Profit Factor
1.91
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 | -1.92% | 14.99% | 3.62% | -7.78% | 9.59% | -4.06% | -6.43% | 6.89% | -0.70% | -3.08% | 7.45% | -4.28% | 12.18% |
| 2025 | -0.58% | -9.44% | 5.87% | 0.47% | -9.44% | 0.76% | 12.39% | 7.36% | -0.55% | 0.25% | 5.90% | 0.20% | 11.56% |
| 2026 | 2.19% | 5.03% | -2.99% | -0.04% | -3.53% | 0.00% | — | — | — | — | — | — | 0.39% |
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 | 1256.11 |
| Min balance | 914.19 |
| Max balance | 1370.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.76 |
| Average monthly return (arithmetic), % | 0.94 |
| Best month, % | 14.99 |
| Worst month, % | -9.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 256.11 |
| Total PnL, % | 25.61 |
| Gross profit | 584.65 |
| Gross loss | 306.84 |
| Trading volume (USDT) | 34478.22 |
| Total transactions (buy/sell) | 54 |
| Total fees | 12.40 |
| Funding net | -9.30 |
| Funding accrued (received) | 17.15 |
| Funding paid | 26.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 7 |
| Los Trades | 42 |
| Win Rate, % | 14.29 |
| Expectancy per trade | 5.6695 |
| Max consecutive wins | 2 |
| Max consecutive losses | 28 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.62 |
| Position max, % of margin balance | 47.52 |
| Max Drawdown | 318.57 |
| Max Drawdown, % | 25.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9054 |
| Recovery Factor (Total PnL / Max DD) | 0.8039 |
| Sharpe ratio (monthly) | 0.5453 |
| Sortino ratio (monthly) | 0.9503 |
| CAGR, % | 9.90 |
| Calmar ratio (CAGR / Max DD%) | 0.3832 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 277.80 | Fee: 12.40 | Vol: 34478.22
Realized PnL by Symbol
Details
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