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
5827.88
Total PnL
4827.88 (482.79%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
1046.25 (22.53%)
Total Fees
25.62
Position avg (max), %
79.00 (129.13)
Profit Factor
6.43
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 | -22.32% | 54.07% | -15.60% | 16.72% | 11.42% | -4.59% | -10.39% | 13.18% | -2.41% | -3.06% | 40.06% | -4.22% | 61.31% |
| 2025 | 1.09% | 23.04% | 7.38% | -2.48% | 29.99% | -8.23% | 36.11% | 19.61% | -3.83% | 4.33% | 11.46% | -10.38% | 153.55% |
| 2026 | 17.26% | 14.96% | -6.74% | 5.28% | 7.72% | 0.00% | — | — | — | — | — | — | 42.57% |
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 | 5827.88 |
| Min balance | 732.50 |
| Max balance | 5916.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 6.05 |
| Average monthly return (arithmetic), % | 7.31 |
| Best month, % | 54.07 |
| Worst month, % | -22.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 4827.88 |
| Total PnL, % | 482.79 |
| Gross profit | 5815.80 |
| Gross loss | 904.17 |
| Trading volume (USDT) | 71292.06 |
| Total transactions (buy/sell) | 18 |
| Total fees | 25.62 |
| Funding net | -58.13 |
| Funding accrued (received) | 91.61 |
| Funding paid | 149.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 288.9195 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.00 |
| Position max, % of margin balance | 129.13 |
| Max Drawdown | 1046.25 |
| Max Drawdown, % | 22.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 6.4322 |
| Recovery Factor (Total PnL / Max DD) | 4.6145 |
| Sharpe ratio (monthly) | 1.4978 |
| Sortino ratio (monthly) | 4.1012 |
| CAGR, % | 107.49 |
| Calmar ratio (CAGR / Max DD%) | 4.7710 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 4911.63 | Fee: 25.62 | Vol: 71292.06
Realized PnL by Symbol
Details
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