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
1599.17
Total PnL
599.17 (59.92%)
Total Trades (Win/Los)
71 (30/41)
Win Rate
42.25%
Max Drawdown
1419.02 (63.42%)
Total Fees
68.29
Position avg (max), %
93.76 (127.57)
Profit Factor
1.18
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 | -2.59% | 43.12% | 11.51% | -24.11% | 22.28% | 5.09% | -6.83% | 8.23% | 12.88% | -9.21% | 28.33% | -20.67% | 59.49% |
| 2025 | -31.79% | -13.47% | 8.96% | 0.86% | 28.30% | -18.56% | 48.80% | 4.41% | -6.11% | -6.68% | -2.21% | -11.51% | -20.18% |
| 2026 | 17.11% | 7.77% | -2.27% | 3.02% | -1.10% | 0.00% | — | — | — | — | — | — | 25.69% |
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 | 1599.17 |
| Min balance | 818.38 |
| Max balance | 2237.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.58 |
| Average monthly return (arithmetic), % | 3.12 |
| Best month, % | 48.80 |
| Worst month, % | -31.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 599.17 |
| Total PnL, % | 59.92 |
| Gross profit | 4414.10 |
| Gross loss | 3734.88 |
| Trading volume (USDT) | 189733.44 |
| Total transactions (buy/sell) | 72 |
| Total fees | 68.29 |
| Funding net | -11.76 |
| Funding accrued (received) | 73.88 |
| Funding paid | 85.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 71 |
| Win Trades | 30 |
| Los Trades | 41 |
| Win Rate, % | 42.25 |
| Expectancy per trade | 9.5664 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.76 |
| Position max, % of margin balance | 127.57 |
| Max Drawdown | 1419.02 |
| Max Drawdown, % | 63.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1819 |
| Recovery Factor (Total PnL / Max DD) | 0.4222 |
| Sharpe ratio (monthly) | 0.5973 |
| Sortino ratio (monthly) | 1.0969 |
| CAGR, % | 21.46 |
| Calmar ratio (CAGR / Max DD%) | 0.3384 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 679.22 | Fee: 68.29 | Vol: 189733.44
Realized PnL by Symbol
Details
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