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
1495.95
Total PnL
495.95 (49.60%)
Total Trades (Win/Los)
63 (24/39)
Win Rate
38.10%
Max Drawdown
1005.17 (60.61%)
Total Fees
47.89
Position avg (max), %
93.78 (135.68)
Profit Factor
1.19
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 | -17.11% | 45.60% | 10.25% | -29.86% | 22.22% | 3.92% | -10.29% | 8.76% | 11.82% | -9.66% | 27.70% | -23.25% | 14.51% |
| 2025 | -36.63% | 5.45% | 8.18% | -2.59% | 44.91% | -18.89% | 44.46% | -12.89% | -6.28% | -6.58% | 26.64% | -17.89% | -5.18% |
| 2026 | 14.78% | 7.91% | -2.21% | 2.95% | 10.55% | 0.00% | — | — | — | — | — | — | 37.85% |
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 | 1495.95 |
| Min balance | 653.30 |
| Max balance | 1658.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.35 |
| Average monthly return (arithmetic), % | 3.40 |
| Best month, % | 45.60 |
| Worst month, % | -36.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 495.95 |
| Total PnL, % | 49.60 |
| Gross profit | 3513.51 |
| Gross loss | 2960.52 |
| Trading volume (USDT) | 133059.45 |
| Total transactions (buy/sell) | 64 |
| Total fees | 47.89 |
| Funding net | -9.15 |
| Funding accrued (received) | 59.13 |
| Funding paid | 68.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 24 |
| Los Trades | 39 |
| Win Rate, % | 38.10 |
| Expectancy per trade | 8.7777 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.78 |
| Position max, % of margin balance | 135.68 |
| Max Drawdown | 1005.17 |
| Max Drawdown, % | 60.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1868 |
| Recovery Factor (Total PnL / Max DD) | 0.4934 |
| Sharpe ratio (monthly) | 0.5715 |
| Sortino ratio (monthly) | 0.9947 |
| CAGR, % | 18.15 |
| Calmar ratio (CAGR / Max DD%) | 0.2995 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 552.99 | Fee: 47.89 | Vol: 133059.45
Realized PnL by Symbol
Details
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