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
1544.19
Total PnL
544.19 (54.42%)
Total Trades (Win/Los)
14 (4/10)
Win Rate
28.57%
Max Drawdown
303.90 (23.43%)
Total Fees
3.48
Position avg (max), %
29.96 (49.36)
Profit Factor
7.47
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 | -1.59% | 14.94% | 3.61% | -7.76% | 9.56% | -4.05% | -6.41% | 6.87% | -0.70% | -1.79% | 12.03% | -4.35% | 18.78% |
| 2025 | -0.59% | -8.37% | 5.08% | 0.41% | -8.25% | 1.50% | 15.78% | 7.68% | -2.78% | 6.48% | 5.70% | 0.20% | 22.34% |
| 2026 | 3.30% | 2.97% | -0.77% | -0.84% | 1.54% | 0.00% | — | — | — | — | — | — | 6.27% |
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 | 1544.19 |
| Min balance | 977.76 |
| Max balance | 1564.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.46 |
| Average monthly return (arithmetic), % | 1.65 |
| Best month, % | 15.78 |
| Worst month, % | -8.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 544.19 |
| Total PnL, % | 54.42 |
| Gross profit | 640.84 |
| Gross loss | 85.76 |
| Trading volume (USDT) | 9659.13 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.48 |
| Funding net | -7.42 |
| Funding accrued (received) | 17.56 |
| Funding paid | 24.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 4 |
| Los Trades | 10 |
| Win Rate, % | 28.57 |
| Expectancy per trade | 39.6490 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.96 |
| Position max, % of margin balance | 49.36 |
| Max Drawdown | 303.90 |
| Max Drawdown, % | 23.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 7.4728 |
| Recovery Factor (Total PnL / Max DD) | 1.7907 |
| Sharpe ratio (monthly) | 0.9168 |
| Sortino ratio (monthly) | 1.8338 |
| CAGR, % | 19.71 |
| Calmar ratio (CAGR / Max DD%) | 0.8412 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 555.09 | Fee: 3.48 | Vol: 9659.13
Realized PnL by Symbol
Details
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