hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1366.00
Total PnL
366.00 (36.60%)
Total Trades (Win/Los)
101 (36/65)
Win Rate
35.64%
Max Drawdown
2214.99 (70.32%)
Total Fees
118.16
Position avg (max), %
93.41 (131.95)
Profit Factor
1.09
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 | 12.23% | 43.04% | 19.81% | -16.82% | 25.34% | 5.16% | 13.14% | -5.62% | -1.76% | 6.61% | -4.86% | -22.56% | 73.75% |
| 2025 | -20.81% | -3.45% | 15.45% | -9.19% | -2.04% | -21.87% | 33.13% | 9.70% | -10.20% | -6.54% | 19.41% | -10.60% | -19.72% |
| 2026 | 19.36% | 9.59% | -27.35% | 4.22% | -1.06% | 0.00% | — | — | — | — | — | — | -2.01% |
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 | 1366.00 |
| Min balance | 934.90 |
| Max balance | 3149.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 2.38 |
| Best month, % | 43.04 |
| Worst month, % | -27.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 366.00 |
| Total PnL, % | 36.60 |
| Gross profit | 6135.02 |
| Gross loss | 5640.48 |
| Trading volume (USDT) | 328264.02 |
| Total transactions (buy/sell) | 102 |
| Total fees | 118.16 |
| Funding net | -10.37 |
| Funding accrued (received) | 87.64 |
| Funding paid | 98.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 101 |
| Win Trades | 36 |
| Los Trades | 65 |
| Win Rate, % | 35.64 |
| Expectancy per trade | 4.8964 |
| Max consecutive wins | 4 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.41 |
| Position max, % of margin balance | 131.95 |
| Max Drawdown | 2214.99 |
| Max Drawdown, % | 70.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0877 |
| Recovery Factor (Total PnL / Max DD) | 0.1652 |
| Sharpe ratio (monthly) | 0.4970 |
| Sortino ratio (monthly) | 0.8436 |
| CAGR, % | 13.79 |
| Calmar ratio (CAGR / Max DD%) | 0.1961 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 494.53 | Fee: 118.16 | Vol: 328264.02
Realized PnL by Symbol
Details
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