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
1780.54
Total PnL
780.54 (78.05%)
Total Trades (Win/Los)
43 (16/27)
Win Rate
37.21%
Max Drawdown
827.07 (53.05%)
Total Fees
34.70
Position avg (max), %
92.49 (150.22)
Profit Factor
1.33
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 | -17.90% | 52.44% | -2.77% | -24.22% | 8.58% | 3.79% | -9.50% | 5.26% | 7.43% | -3.48% | 13.70% | -5.87% | 9.85% |
| 2025 | -29.80% | 27.53% | -1.05% | 13.25% | 38.11% | -25.94% | 44.19% | -3.47% | -17.23% | -10.19% | 21.61% | -5.71% | 21.76% |
| 2026 | 22.36% | 3.78% | -2.37% | -3.21% | 11.00% | 0.00% | — | — | — | — | — | — | 33.19% |
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 | 1780.54 |
| Min balance | 731.84 |
| Max balance | 1968.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.94 |
| Average monthly return (arithmetic), % | 3.68 |
| Best month, % | 52.44 |
| Worst month, % | -29.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 780.54 |
| Total PnL, % | 78.05 |
| Gross profit | 3313.22 |
| Gross loss | 2481.93 |
| Trading volume (USDT) | 96420.95 |
| Total transactions (buy/sell) | 44 |
| Total fees | 34.70 |
| Funding net | -16.05 |
| Funding accrued (received) | 59.18 |
| Funding paid | 75.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 16 |
| Los Trades | 27 |
| Win Rate, % | 37.21 |
| Expectancy per trade | 19.3323 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.49 |
| Position max, % of margin balance | 150.22 |
| Max Drawdown | 827.07 |
| Max Drawdown, % | 53.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3349 |
| Recovery Factor (Total PnL / Max DD) | 0.9437 |
| Sharpe ratio (monthly) | 0.6588 |
| Sortino ratio (monthly) | 1.2583 |
| CAGR, % | 26.99 |
| Calmar ratio (CAGR / Max DD%) | 0.5086 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 831.29 | Fee: 34.70 | Vol: 96420.95
Realized PnL by Symbol
Details
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