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
1175.59
Total PnL
175.59 (17.56%)
Total Trades (Win/Los)
57 (21/36)
Win Rate
36.84%
Max Drawdown
736.69 (57.18%)
Total Fees
36.51
Position avg (max), %
93.70 (131.87)
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 | -22.66% | 34.58% | 12.75% | -20.73% | 21.42% | 3.96% | -19.96% | 7.39% | 7.28% | -16.20% | 27.25% | -26.93% | -15.62% |
| 2025 | -31.25% | 27.09% | -1.03% | -6.89% | 44.77% | -18.91% | 44.50% | -22.41% | -10.09% | -6.88% | 16.00% | -6.50% | -3.77% |
| 2026 | 22.78% | 8.22% | -2.33% | 0.78% | 10.76% | 0.00% | — | — | — | — | — | — | 44.85% |
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 | 1175.59 |
| Min balance | 551.65 |
| Max balance | 1288.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 2.56 |
| Best month, % | 44.77 |
| Worst month, % | -31.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 175.59 |
| Total PnL, % | 17.56 |
| Gross profit | 2743.96 |
| Gross loss | 2525.54 |
| Trading volume (USDT) | 101446.96 |
| Total transactions (buy/sell) | 58 |
| Total fees | 36.51 |
| Funding net | -6.32 |
| Funding accrued (received) | 49.51 |
| Funding paid | 55.84 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 57 |
| Win Trades | 21 |
| Los Trades | 36 |
| Win Rate, % | 36.84 |
| Expectancy per trade | 3.8320 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.70 |
| Position max, % of margin balance | 131.87 |
| Max Drawdown | 736.69 |
| Max Drawdown, % | 57.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0865 |
| Recovery Factor (Total PnL / Max DD) | 0.2383 |
| Sharpe ratio (monthly) | 0.4329 |
| Sortino ratio (monthly) | 0.7310 |
| CAGR, % | 6.93 |
| Calmar ratio (CAGR / Max DD%) | 0.1212 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 218.42 | Fee: 36.51 | Vol: 101446.96
Realized PnL by Symbol
Details
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