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
1280.86
Total PnL
280.86 (28.09%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
342.34 (27.30%)
Total Fees
2.99
Position avg (max), %
31.07 (48.10)
Profit Factor
2.50
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% | -8.90% | 6.95% | -0.70% | -1.75% | 6.59% | -4.29% | 11.95% |
| 2025 | -0.58% | -9.46% | 5.88% | 0.47% | -9.46% | 0.76% | 11.11% | 7.46% | -2.71% | 4.93% | 5.10% | 0.18% | 12.12% |
| 2026 | 2.97% | 2.68% | -0.70% | 0.15% | -2.92% | 0.00% | — | — | — | — | — | — | 2.08% |
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 | 1280.86 |
| Min balance | 911.84 |
| Max balance | 1355.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.83 |
| Average monthly return (arithmetic), % | 1.00 |
| Best month, % | 14.67 |
| Worst month, % | -9.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 280.86 |
| Total PnL, % | 28.09 |
| Gross profit | 489.63 |
| Gross loss | 195.54 |
| Trading volume (USDT) | 8331.01 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.99 |
| Funding net | -10.24 |
| Funding accrued (received) | 15.67 |
| Funding paid | 25.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | 24.5080 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.07 |
| Position max, % of margin balance | 48.10 |
| Max Drawdown | 342.34 |
| Max Drawdown, % | 27.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5040 |
| Recovery Factor (Total PnL / Max DD) | 0.8204 |
| Sharpe ratio (monthly) | 0.5907 |
| Sortino ratio (monthly) | 0.9840 |
| CAGR, % | 10.79 |
| Calmar ratio (CAGR / Max DD%) | 0.3955 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 294.10 | Fee: 2.99 | Vol: 8331.01
Realized PnL by Symbol
Details
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