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
1400.32
Total PnL
400.32 (40.03%)
Total Trades (Win/Los)
62 (8/54)
Win Rate
12.90%
Max Drawdown
284.41 (22.02%)
Total Fees
18.64
Position avg (max), %
31.76 (48.87)
Profit Factor
3.13
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 | -3.11% | 11.03% | 3.52% | -7.58% | 9.32% | -3.96% | 2.21% | 5.29% | -0.54% | -3.99% | 11.34% | -4.37% | 18.24% |
| 2025 | -0.59% | -6.75% | 5.02% | 0.40% | -8.15% | 1.48% | 15.58% | 7.60% | -2.75% | -2.75% | 6.17% | 0.21% | 14.01% |
| 2026 | 3.05% | 4.99% | -1.57% | -0.92% | -1.53% | 0.00% | — | — | — | — | — | — | 3.90% |
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 | 1400.32 |
| Min balance | 943.50 |
| Max balance | 1487.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.13 |
| Average monthly return (arithmetic), % | 1.29 |
| Best month, % | 15.58 |
| Worst month, % | -8.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 400.32 |
| Total PnL, % | 40.03 |
| Gross profit | 633.61 |
| Gross loss | 202.14 |
| Trading volume (USDT) | 51776.05 |
| Total transactions (buy/sell) | 63 |
| Total fees | 18.64 |
| Funding net | -12.51 |
| Funding accrued (received) | 16.22 |
| Funding paid | 28.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 62 |
| Win Trades | 8 |
| Los Trades | 54 |
| Win Rate, % | 12.90 |
| Expectancy per trade | 6.9591 |
| Max consecutive wins | 3 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.76 |
| Position max, % of margin balance | 48.87 |
| Max Drawdown | 284.41 |
| Max Drawdown, % | 22.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.1345 |
| Recovery Factor (Total PnL / Max DD) | 1.4076 |
| Sharpe ratio (monthly) | 0.7793 |
| Sortino ratio (monthly) | 1.5426 |
| CAGR, % | 14.96 |
| Calmar ratio (CAGR / Max DD%) | 0.6794 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 431.47 | Fee: 18.64 | Vol: 51776.05
Realized PnL by Symbol
Details
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