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
1114.87
Total PnL
114.87 (11.49%)
Total Trades (Win/Los)
8 (5/3)
Win Rate
62.50%
Max Drawdown
291.13 (23.62%)
Total Fees
1.84
Position avg (max), %
30.96 (46.25)
Profit Factor
1.72
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 | -1.37% | 13.84% | 3.37% | -7.27% | 8.91% | -3.80% | -10.25% | 7.94% | -0.80% | -3.62% | 13.50% | -3.91% | 13.92% |
| 2025 | -0.53% | -8.45% | 5.71% | 0.46% | -9.20% | 0.74% | 3.33% | 7.14% | -2.60% | -3.47% | 6.63% | 0.23% | -1.60% |
| 2026 | 3.80% | 3.40% | -0.88% | -3.46% | -3.16% | 0.00% | — | — | — | — | — | — | -0.53% |
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 | 1114.87 |
| Min balance | 941.57 |
| Max balance | 1232.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.36 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 13.84 |
| Worst month, % | -10.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 114.87 |
| Total PnL, % | 11.49 |
| Gross profit | 294.76 |
| Gross loss | 171.54 |
| Trading volume (USDT) | 5126.96 |
| Total transactions (buy/sell) | 10 |
| Total fees | 1.84 |
| Funding net | -6.51 |
| Funding accrued (received) | 16.67 |
| Funding paid | 23.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 5 |
| Los Trades | 3 |
| Win Rate, % | 62.50 |
| Expectancy per trade | 15.4024 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.96 |
| Position max, % of margin balance | 46.25 |
| Max Drawdown | 291.13 |
| Max Drawdown, % | 23.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7183 |
| Recovery Factor (Total PnL / Max DD) | 0.3946 |
| Sharpe ratio (monthly) | 0.3119 |
| Sortino ratio (monthly) | 0.5131 |
| CAGR, % | 4.61 |
| Calmar ratio (CAGR / Max DD%) | 0.1950 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 123.22 | Fee: 1.84 | Vol: 5126.96
Realized PnL by Symbol
Details
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