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
1783.15
Total PnL
783.15 (78.32%)
Total Trades (Win/Los)
37 (15/22)
Win Rate
40.54%
Max Drawdown
886.66 (58.04%)
Total Fees
28.18
Position avg (max), %
92.43 (149.87)
Profit Factor
1.38
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% | 2.34% | 3.90% | -16.04% | 5.74% | 7.39% | -3.45% | 10.40% | -6.13% | -8.84% |
| 2025 | -23.09% | 19.58% | 15.65% | 8.71% | 30.23% | -26.30% | 44.87% | -3.59% | -0.79% | -16.70% | 23.82% | -7.20% | 47.20% |
| 2026 | 22.17% | 3.69% | -2.34% | -3.16% | 10.98% | 0.00% | — | — | — | — | — | — | 32.95% |
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 | 1783.15 |
| Min balance | 641.12 |
| Max balance | 1974.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.95 |
| Average monthly return (arithmetic), % | 3.53 |
| Best month, % | 51.99 |
| Worst month, % | -26.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 783.15 |
| Total PnL, % | 78.32 |
| Gross profit | 2985.71 |
| Gross loss | 2161.95 |
| Trading volume (USDT) | 78329.34 |
| Total transactions (buy/sell) | 38 |
| Total fees | 28.18 |
| Funding net | -12.43 |
| Funding accrued (received) | 56.90 |
| Funding paid | 69.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 15 |
| Los Trades | 22 |
| Win Rate, % | 40.54 |
| Expectancy per trade | 22.2639 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.43 |
| Position max, % of margin balance | 149.87 |
| Max Drawdown | 886.66 |
| Max Drawdown, % | 58.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3810 |
| Recovery Factor (Total PnL / Max DD) | 0.8833 |
| Sharpe ratio (monthly) | 0.6620 |
| Sortino ratio (monthly) | 1.2495 |
| CAGR, % | 27.06 |
| Calmar ratio (CAGR / Max DD%) | 0.4663 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 823.76 | Fee: 28.18 | Vol: 78329.34
Realized PnL by Symbol
Details
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