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
1603.73
Total PnL
603.73 (60.37%)
Total Trades (Win/Los)
31 (13/18)
Win Rate
41.94%
Max Drawdown
940.14 (62.45%)
Total Fees
23.12
Position avg (max), %
92.73 (159.24)
Profit Factor
1.31
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 | -21.45% | 53.47% | -15.49% | -9.74% | 8.88% | -2.27% | -9.89% | -3.29% | -11.41% | -3.79% | 8.26% | -5.94% | -26.00% |
| 2025 | 1.08% | 10.60% | 16.37% | 8.91% | 30.39% | -31.03% | 40.37% | 19.40% | -2.99% | -24.26% | 27.70% | -13.01% | 74.30% |
| 2026 | 23.06% | 1.37% | -5.40% | -2.78% | 8.44% | 0.00% | — | — | — | — | — | — | 24.40% |
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 | 1603.73 |
| Min balance | 565.31 |
| Max balance | 1904.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.59 |
| Average monthly return (arithmetic), % | 3.18 |
| Best month, % | 53.47 |
| Worst month, % | -31.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 603.73 |
| Total PnL, % | 60.37 |
| Gross profit | 2761.21 |
| Gross loss | 2113.55 |
| Trading volume (USDT) | 64256.60 |
| Total transactions (buy/sell) | 32 |
| Total fees | 23.12 |
| Funding net | -20.81 |
| Funding accrued (received) | 51.34 |
| Funding paid | 72.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 13 |
| Los Trades | 18 |
| Win Rate, % | 41.94 |
| Expectancy per trade | 20.8923 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.73 |
| Position max, % of margin balance | 159.24 |
| Max Drawdown | 940.14 |
| Max Drawdown, % | 62.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3064 |
| Recovery Factor (Total PnL / Max DD) | 0.6422 |
| Sharpe ratio (monthly) | 0.5948 |
| Sortino ratio (monthly) | 1.1308 |
| CAGR, % | 21.60 |
| Calmar ratio (CAGR / Max DD%) | 0.3459 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 647.66 | Fee: 23.12 | Vol: 64256.60
Realized PnL by Symbol
Details
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