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
1801.62
Total PnL
801.62 (80.16%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
888.00 (58.12%)
Total Fees
27.88
Position avg (max), %
90.63 (150.39)
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% | -24.97% | 2.52% | 0.19% | -9.64% | -3.50% | 5.32% | -3.51% | 9.15% | -5.91% | -16.36% |
| 2025 | 1.08% | 12.64% | 16.00% | 8.79% | 30.13% | -26.21% | 40.32% | -3.60% | -2.43% | -21.24% | 24.64% | -9.26% | 62.20% |
| 2026 | 22.37% | 3.85% | -2.85% | -3.22% | 11.21% | 0.00% | — | — | — | — | — | — | 32.88% |
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 | 1801.62 |
| Min balance | 639.79 |
| Max balance | 1998.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.98 |
| Average monthly return (arithmetic), % | 3.39 |
| Best month, % | 51.99 |
| Worst month, % | -26.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 801.62 |
| Total PnL, % | 80.16 |
| Gross profit | 3058.62 |
| Gross loss | 2215.44 |
| Trading volume (USDT) | 77474.98 |
| Total transactions (buy/sell) | 36 |
| Total fees | 27.88 |
| Funding net | -13.68 |
| Funding accrued (received) | 57.33 |
| Funding paid | 71.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 24.0907 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.63 |
| Position max, % of margin balance | 150.39 |
| Max Drawdown | 888.00 |
| Max Drawdown, % | 58.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3806 |
| Recovery Factor (Total PnL / Max DD) | 0.9027 |
| Sharpe ratio (monthly) | 0.6722 |
| Sortino ratio (monthly) | 1.3098 |
| CAGR, % | 27.61 |
| Calmar ratio (CAGR / Max DD%) | 0.4750 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 843.17 | Fee: 27.88 | Vol: 77474.98
Realized PnL by Symbol
Details
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