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
1503.62
Total PnL
503.62 (50.36%)
Total Trades (Win/Los)
28 (8/20)
Win Rate
28.57%
Max Drawdown
288.63 (21.97%)
Total Fees
7.33
Position avg (max), %
31.60 (49.34)
Profit Factor
3.56
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% | -4.01% | 2.02% | 6.63% | -0.67% | -3.30% | 11.52% | -4.29% | 20.45% |
| 2025 | -0.58% | -6.41% | 5.29% | 0.42% | -8.56% | 5.15% | 15.78% | 7.68% | -2.78% | -2.80% | 5.83% | 0.20% | 18.18% |
| 2026 | 2.98% | 4.72% | -1.21% | 0.27% | -1.11% | 0.00% | — | — | — | — | — | — | 5.65% |
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 | 1503.62 |
| Min balance | 943.50 |
| Max balance | 1564.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.37 |
| Average monthly return (arithmetic), % | 1.53 |
| Best month, % | 15.78 |
| Worst month, % | -8.56 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 503.62 |
| Total PnL, % | 50.36 |
| Gross profit | 721.19 |
| Gross loss | 202.64 |
| Trading volume (USDT) | 20372.07 |
| Total transactions (buy/sell) | 29 |
| Total fees | 7.33 |
| Funding net | -7.59 |
| Funding accrued (received) | 19.22 |
| Funding paid | 26.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 8 |
| Los Trades | 20 |
| Win Rate, % | 28.57 |
| Expectancy per trade | 18.5195 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.60 |
| Position max, % of margin balance | 49.34 |
| Max Drawdown | 288.63 |
| Max Drawdown, % | 21.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.5590 |
| Recovery Factor (Total PnL / Max DD) | 1.7449 |
| Sharpe ratio (monthly) | 0.9170 |
| Sortino ratio (monthly) | 1.8543 |
| CAGR, % | 18.40 |
| Calmar ratio (CAGR / Max DD%) | 0.8374 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 518.55 | Fee: 7.33 | Vol: 20372.07
Realized PnL by Symbol
Details
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