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
1176.55
Total PnL
176.55 (17.65%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
285.55 (24.04%)
Total Fees
2.81
Position avg (max), %
31.72 (49.21)
Profit Factor
1.80
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 | -6.23% | 14.56% | 3.53% | -7.59% | 9.34% | -3.96% | -10.37% | 7.56% | -0.76% | -3.18% | 14.10% | -4.06% | 9.42% |
| 2025 | -0.55% | -8.92% | 5.55% | 0.44% | -8.96% | 0.72% | 9.88% | 7.66% | -1.25% | -6.42% | 7.43% | 0.25% | 3.67% |
| 2026 | 4.23% | 3.77% | -0.97% | -0.08% | -3.06% | 0.00% | — | — | — | — | — | — | 3.75% |
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 | 1176.55 |
| Min balance | 902.07 |
| Max balance | 1245.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 0.75 |
| Best month, % | 14.56 |
| Worst month, % | -10.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 176.55 |
| Total PnL, % | 17.65 |
| Gross profit | 415.20 |
| Gross loss | 230.59 |
| Trading volume (USDT) | 7813.13 |
| Total transactions (buy/sell) | 14 |
| Total fees | 2.81 |
| Funding net | -5.26 |
| Funding accrued (received) | 17.42 |
| Funding paid | 22.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | 15.3840 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.72 |
| Position max, % of margin balance | 49.21 |
| Max Drawdown | 285.55 |
| Max Drawdown, % | 24.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8006 |
| Recovery Factor (Total PnL / Max DD) | 0.6183 |
| Sharpe ratio (monthly) | 0.3994 |
| Sortino ratio (monthly) | 0.6675 |
| CAGR, % | 6.96 |
| Calmar ratio (CAGR / Max DD%) | 0.2897 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 184.61 | Fee: 2.81 | Vol: 7813.13
Realized PnL by Symbol
Details
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