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
1207.93
Total PnL
207.93 (20.79%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
285.55 (23.96%)
Total Fees
2.34
Position avg (max), %
30.98 (49.03)
Profit Factor
2.43
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 | -6.23% | 14.56% | 3.53% | -7.59% | 9.34% | -3.96% | -10.37% | 7.56% | -0.76% | -2.76% | 14.04% | -4.05% | 9.85% |
| 2025 | -0.55% | -8.88% | 5.53% | 0.44% | -8.92% | 0.72% | 9.84% | 7.63% | -2.76% | 0.73% | 5.43% | 0.19% | 7.76% |
| 2026 | 3.15% | 2.84% | -0.74% | 0.12% | -3.18% | 0.00% | — | — | — | — | — | — | 2.07% |
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 | 1207.93 |
| Min balance | 906.44 |
| Max balance | 1281.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.63 |
| Average monthly return (arithmetic), % | 0.83 |
| Best month, % | 14.56 |
| Worst month, % | -10.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 207.93 |
| Total PnL, % | 20.79 |
| Gross profit | 371.97 |
| Gross loss | 152.92 |
| Trading volume (USDT) | 6533.53 |
| Total transactions (buy/sell) | 12 |
| Total fees | 2.34 |
| Funding net | -8.77 |
| Funding accrued (received) | 15.35 |
| Funding paid | 24.12 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 21.9049 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.98 |
| Position max, % of margin balance | 49.03 |
| Max Drawdown | 285.55 |
| Max Drawdown, % | 23.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4324 |
| Recovery Factor (Total PnL / Max DD) | 0.7282 |
| Sharpe ratio (monthly) | 0.4539 |
| Sortino ratio (monthly) | 0.7663 |
| CAGR, % | 8.14 |
| Calmar ratio (CAGR / Max DD%) | 0.3397 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 219.05 | Fee: 2.34 | Vol: 6533.53
Realized PnL by Symbol
Details
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