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
1086.22
Total PnL
86.22 (8.62%)
Total Trades (Win/Los)
9 (4/5)
Win Rate
44.44%
Max Drawdown
285.55 (24.25%)
Total Fees
2.03
Position avg (max), %
31.43 (48.32)
Profit Factor
1.51
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% | 3.93% | 7.50% | -2.72% | -2.86% | 6.04% | 0.21% | -1.33% |
| 2026 | 3.49% | 3.13% | -0.81% | -0.61% | -3.46% | 0.00% | — | — | — | — | — | — | 1.57% |
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 | 1086.22 |
| Min balance | 891.99 |
| Max balance | 1177.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.28 |
| Average monthly return (arithmetic), % | 0.47 |
| Best month, % | 14.63 |
| Worst month, % | -10.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 86.22 |
| Total PnL, % | 8.62 |
| Gross profit | 287.73 |
| Gross loss | 190.96 |
| Trading volume (USDT) | 5651.86 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.03 |
| Funding net | -8.52 |
| Funding accrued (received) | 15.08 |
| Funding paid | 23.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 9 |
| Win Trades | 4 |
| Los Trades | 5 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 10.7523 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.43 |
| Position max, % of margin balance | 48.32 |
| Max Drawdown | 285.55 |
| Max Drawdown, % | 24.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5068 |
| Recovery Factor (Total PnL / Max DD) | 0.3020 |
| Sharpe ratio (monthly) | 0.2596 |
| Sortino ratio (monthly) | 0.4204 |
| CAGR, % | 3.48 |
| Calmar ratio (CAGR / Max DD%) | 0.1437 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 96.77 | Fee: 2.03 | Vol: 5651.86
Realized PnL by Symbol
Details
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