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
5326.61
Total PnL
4326.61 (432.66%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
973.57 (22.41%)
Total Fees
24.20
Position avg (max), %
79.92 (129.13)
Profit Factor
5.78
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% | -16.76% | 16.95% | 11.56% | -4.64% | -10.26% | 11.65% | -2.41% | -3.05% | 40.00% | -10.73% | 46.82% |
| 2025 | 1.23% | 26.00% | 8.14% | 0.64% | 25.02% | -8.25% | 36.35% | 19.72% | -3.88% | 4.21% | 11.14% | -10.33% | 159.44% |
| 2026 | 14.75% | 15.39% | -6.91% | 5.42% | 7.67% | 0.00% | — | — | — | — | — | — | 39.92% |
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 | 5326.61 |
| Min balance | 732.50 |
| Max balance | 5407.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 5.74 |
| Average monthly return (arithmetic), % | 7.01 |
| Best month, % | 54.07 |
| Worst month, % | -22.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 4326.61 |
| Total PnL, % | 432.66 |
| Gross profit | 5325.78 |
| Gross loss | 921.70 |
| Trading volume (USDT) | 67326.97 |
| Total transactions (buy/sell) | 18 |
| Total fees | 24.20 |
| Funding net | -53.28 |
| Funding accrued (received) | 87.80 |
| Funding paid | 141.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 259.0635 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.92 |
| Position max, % of margin balance | 129.13 |
| Max Drawdown | 973.57 |
| Max Drawdown, % | 22.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 5.7782 |
| Recovery Factor (Total PnL / Max DD) | 4.4441 |
| Sharpe ratio (monthly) | 1.4309 |
| Sortino ratio (monthly) | 3.7274 |
| CAGR, % | 99.91 |
| Calmar ratio (CAGR / Max DD%) | 4.4585 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 4404.08 | Fee: 24.20 | Vol: 67326.97
Realized PnL by Symbol
Details
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