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
1481.32
Total PnL
481.32 (48.13%)
Total Trades (Win/Los)
58 (6/52)
Win Rate
10.34%
Max Drawdown
286.79 (22.72%)
Total Fees
18.87
Position avg (max), %
32.16 (49.98)
Profit Factor
3.84
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 | -1.48% | 14.92% | 3.60% | -7.75% | 9.55% | -4.05% | -6.40% | 6.87% | -0.69% | -3.41% | 10.99% | -4.14% | 16.11% |
| 2025 | -0.56% | -7.80% | 5.17% | 0.42% | -8.37% | 1.52% | 16.05% | 7.80% | -2.82% | 6.57% | 5.77% | 0.20% | 23.66% |
| 2026 | 3.34% | 4.67% | -1.51% | -0.84% | -2.32% | 0.00% | — | — | — | — | — | — | 3.19% |
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 | 1481.32 |
| Min balance | 973.35 |
| Max balance | 1582.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.32 |
| Average monthly return (arithmetic), % | 1.51 |
| Best month, % | 16.05 |
| Worst month, % | -8.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 481.32 |
| Total PnL, % | 48.13 |
| Gross profit | 691.22 |
| Gross loss | 179.80 |
| Trading volume (USDT) | 52422.35 |
| Total transactions (buy/sell) | 59 |
| Total fees | 18.87 |
| Funding net | -11.24 |
| Funding accrued (received) | 17.45 |
| Funding paid | 28.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 58 |
| Win Trades | 6 |
| Los Trades | 52 |
| Win Rate, % | 10.34 |
| Expectancy per trade | 8.8176 |
| Max consecutive wins | 2 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.16 |
| Position max, % of margin balance | 49.98 |
| Max Drawdown | 286.79 |
| Max Drawdown, % | 22.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.8443 |
| Recovery Factor (Total PnL / Max DD) | 1.6783 |
| Sharpe ratio (monthly) | 0.8339 |
| Sortino ratio (monthly) | 1.6635 |
| CAGR, % | 17.67 |
| Calmar ratio (CAGR / Max DD%) | 0.7778 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 511.42 | Fee: 18.87 | Vol: 52422.35
Realized PnL by Symbol
Details
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