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
1292.62
Total PnL
292.62 (29.26%)
Total Trades (Win/Los)
20 (6/14)
Win Rate
30.00%
Max Drawdown
349.55 (27.87%)
Total Fees
5.04
Position avg (max), %
32.48 (47.88)
Profit Factor
2.24
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 | 0.22% | 14.67% | 3.55% | -7.64% | 9.40% | -3.99% | -8.69% | 6.93% | -0.70% | -3.98% | 8.16% | -4.32% | 11.23% |
| 2025 | -0.58% | -9.52% | 5.92% | 0.47% | -9.52% | 0.77% | 12.51% | 7.42% | -2.70% | 5.97% | 5.75% | 0.20% | 15.26% |
| 2026 | -0.02% | 5.02% | -1.28% | 0.38% | -3.07% | 0.00% | — | — | — | — | — | — | 0.85% |
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 | 1292.62 |
| Min balance | 904.63 |
| Max balance | 1373.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.86 |
| Average monthly return (arithmetic), % | 1.04 |
| Best month, % | 14.67 |
| Worst month, % | -9.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 292.62 |
| Total PnL, % | 29.26 |
| Gross profit | 553.93 |
| Gross loss | 247.06 |
| Trading volume (USDT) | 14019.98 |
| Total transactions (buy/sell) | 21 |
| Total fees | 5.04 |
| Funding net | -9.22 |
| Funding accrued (received) | 17.25 |
| Funding paid | 26.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 6 |
| Los Trades | 14 |
| Win Rate, % | 30.00 |
| Expectancy per trade | 15.3438 |
| Max consecutive wins | 2 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.48 |
| Position max, % of margin balance | 47.88 |
| Max Drawdown | 349.55 |
| Max Drawdown, % | 27.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2421 |
| Recovery Factor (Total PnL / Max DD) | 0.8371 |
| Sharpe ratio (monthly) | 0.5911 |
| Sortino ratio (monthly) | 1.0105 |
| CAGR, % | 11.21 |
| Calmar ratio (CAGR / Max DD%) | 0.4024 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 306.88 | Fee: 5.04 | Vol: 14019.98
Realized PnL by Symbol
Details
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