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
1124.56
Total PnL
124.56 (12.46%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
285.55 (24.25%)
Total Fees
2.29
Position avg (max), %
31.15 (47.37)
Profit Factor
1.74
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 | -6.72% | 14.63% | 3.54% | -7.63% | 9.38% | -3.98% | -10.42% | 7.60% | -0.76% | -3.70% | 14.25% | -4.10% | 8.41% |
| 2025 | -0.55% | -9.00% | 5.61% | 0.45% | -9.05% | 0.73% | 6.31% | 7.33% | -2.67% | -1.17% | 5.81% | 0.20% | 2.35% |
| 2026 | 3.36% | 3.02% | -0.78% | 0.08% | -4.12% | 0.00% | — | — | — | — | — | — | 1.37% |
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 | 1124.56 |
| Min balance | 891.99 |
| Max balance | 1204.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.39 |
| Average monthly return (arithmetic), % | 0.59 |
| Best month, % | 14.63 |
| Worst month, % | -10.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 124.56 |
| Total PnL, % | 12.46 |
| Gross profit | 317.94 |
| Gross loss | 182.84 |
| Trading volume (USDT) | 6391.60 |
| Total transactions (buy/sell) | 12 |
| Total fees | 2.29 |
| Funding net | -8.24 |
| Funding accrued (received) | 15.23 |
| Funding paid | 23.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 13.5092 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.15 |
| Position max, % of margin balance | 47.37 |
| Max Drawdown | 285.55 |
| Max Drawdown, % | 24.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7388 |
| Recovery Factor (Total PnL / Max DD) | 0.4362 |
| Sharpe ratio (monthly) | 0.3232 |
| Sortino ratio (monthly) | 0.5274 |
| CAGR, % | 4.98 |
| Calmar ratio (CAGR / Max DD%) | 0.2054 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 135.09 | Fee: 2.29 | Vol: 6391.60
Realized PnL by Symbol
Details
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