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
2169.26
Total PnL
1169.26 (116.93%)
Total Trades (Win/Los)
79 (34/45)
Win Rate
43.04%
Max Drawdown
1290.43 (56.48%)
Total Fees
86.56
Position avg (max), %
92.51 (130.35)
Profit Factor
1.31
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 | 1.49% | 43.45% | 14.30% | -21.91% | 25.21% | 5.02% | 2.53% | 7.63% | -4.46% | -1.12% | 7.96% | -14.07% | 65.30% |
| 2025 | -26.50% | -5.61% | 14.32% | -3.92% | 21.44% | -18.41% | 32.67% | 4.85% | 0.86% | -6.56% | 8.89% | -11.35% | -4.46% |
| 2026 | 26.26% | 9.16% | -2.25% | 3.18% | -1.13% | 0.00% | — | — | — | — | — | — | 37.43% |
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 | 2169.26 |
| Min balance | 925.21 |
| Max balance | 2513.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.62 |
| Average monthly return (arithmetic), % | 3.73 |
| Best month, % | 43.45 |
| Worst month, % | -26.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1169.26 |
| Total PnL, % | 116.93 |
| Gross profit | 5423.54 |
| Gross loss | 4153.74 |
| Trading volume (USDT) | 240490.10 |
| Total transactions (buy/sell) | 80 |
| Total fees | 86.56 |
| Funding net | -13.98 |
| Funding accrued (received) | 83.87 |
| Funding paid | 97.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 79 |
| Win Trades | 34 |
| Los Trades | 45 |
| Win Rate, % | 43.04 |
| Expectancy per trade | 16.0734 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.51 |
| Position max, % of margin balance | 130.35 |
| Max Drawdown | 1290.43 |
| Max Drawdown, % | 56.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3057 |
| Recovery Factor (Total PnL / Max DD) | 0.9061 |
| Sharpe ratio (monthly) | 0.8432 |
| Sortino ratio (monthly) | 1.5972 |
| CAGR, % | 37.81 |
| Calmar ratio (CAGR / Max DD%) | 0.6693 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1269.80 | Fee: 86.56 | Vol: 240490.10
Realized PnL by Symbol
Details
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