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
2105.48
Total PnL
1105.48 (110.55%)
Total Trades (Win/Los)
39 (16/23)
Win Rate
41.03%
Max Drawdown
798.69 (52.28%)
Total Fees
32.04
Position avg (max), %
93.07 (149.87)
Profit Factor
1.52
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 | -19.22% | 51.99% | -2.87% | -24.64% | 3.53% | 3.86% | -13.49% | 5.50% | 7.37% | -3.42% | 13.42% | -5.78% | -2.26% |
| 2025 | -16.13% | 22.72% | -4.55% | 13.98% | 38.38% | -25.86% | 44.33% | -3.48% | -0.56% | -11.16% | 21.39% | -5.74% | 61.76% |
| 2026 | 22.14% | 3.82% | -2.40% | -3.22% | 11.24% | 0.00% | — | — | — | — | — | — | 33.24% |
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 | 2105.48 |
| Min balance | 729.10 |
| Max balance | 2320.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.51 |
| Average monthly return (arithmetic), % | 4.04 |
| Best month, % | 51.99 |
| Worst month, % | -25.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1105.48 |
| Total PnL, % | 110.55 |
| Gross profit | 3378.35 |
| Gross loss | 2225.19 |
| Trading volume (USDT) | 89052.29 |
| Total transactions (buy/sell) | 40 |
| Total fees | 32.04 |
| Funding net | -15.64 |
| Funding accrued (received) | 62.12 |
| Funding paid | 77.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 16 |
| Los Trades | 23 |
| Win Rate, % | 41.03 |
| Expectancy per trade | 29.5682 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.07 |
| Position max, % of margin balance | 149.87 |
| Max Drawdown | 798.69 |
| Max Drawdown, % | 52.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5182 |
| Recovery Factor (Total PnL / Max DD) | 1.3841 |
| Sharpe ratio (monthly) | 0.7627 |
| Sortino ratio (monthly) | 1.5815 |
| CAGR, % | 36.11 |
| Calmar ratio (CAGR / Max DD%) | 0.6908 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1153.16 | Fee: 32.04 | Vol: 89052.29
Realized PnL by Symbol
Details
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