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
1226.10
Total PnL
226.10 (22.61%)
Total Trades (Win/Los)
91 (35/56)
Win Rate
38.46%
Max Drawdown
2014.86 (71.66%)
Total Fees
98.18
Position avg (max), %
93.70 (135.93)
Profit Factor
1.07
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 | 10.52% | 42.75% | 14.17% | -18.25% | 25.43% | 4.98% | 10.54% | 6.15% | -4.01% | 2.98% | -5.08% | -17.75% | 75.58% |
| 2025 | -26.11% | -4.27% | 15.23% | -14.55% | -4.81% | -21.81% | 32.74% | 9.59% | 0.97% | -6.69% | 9.12% | -11.31% | -31.23% |
| 2026 | 26.02% | 9.13% | -28.34% | 4.06% | -0.92% | 0.00% | — | — | — | — | — | — | 1.61% |
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 | 1226.10 |
| Min balance | 796.82 |
| Max balance | 2811.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.68 |
| Average monthly return (arithmetic), % | 2.02 |
| Best month, % | 42.75 |
| Worst month, % | -28.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 226.10 |
| Total PnL, % | 22.61 |
| Gross profit | 5351.84 |
| Gross loss | 5019.08 |
| Trading volume (USDT) | 272747.73 |
| Total transactions (buy/sell) | 92 |
| Total fees | 98.18 |
| Funding net | -8.48 |
| Funding accrued (received) | 81.82 |
| Funding paid | 90.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 35 |
| Los Trades | 56 |
| Win Rate, % | 38.46 |
| Expectancy per trade | 3.6567 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.70 |
| Position max, % of margin balance | 135.93 |
| Max Drawdown | 2014.86 |
| Max Drawdown, % | 71.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0663 |
| Recovery Factor (Total PnL / Max DD) | 0.1122 |
| Sharpe ratio (monthly) | 0.4230 |
| Sortino ratio (monthly) | 0.6897 |
| CAGR, % | 8.81 |
| Calmar ratio (CAGR / Max DD%) | 0.1229 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 332.76 | Fee: 98.18 | Vol: 272747.73
Realized PnL by Symbol
Details
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