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
4766.92
Total PnL
3766.92 (376.69%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
877.97 (22.39%)
Total Fees
22.38
Position avg (max), %
80.80 (129.13)
Profit Factor
5.26
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% | 10.06% | -4.70% | -10.41% | 10.51% | -8.99% | -3.11% | 40.75% | -13.26% | 30.23% |
| 2025 | 1.31% | 27.66% | 8.54% | 0.67% | 24.91% | -8.25% | 36.39% | 19.73% | -3.89% | 4.18% | 11.09% | -10.74% | 162.60% |
| 2026 | 14.26% | 15.57% | -6.94% | 5.37% | 7.70% | 0.00% | — | — | — | — | — | — | 39.46% |
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 | 4766.92 |
| Min balance | 732.50 |
| Max balance | 4839.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 5.35 |
| Average monthly return (arithmetic), % | 6.68 |
| Best month, % | 54.07 |
| Worst month, % | -22.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3766.92 |
| Total PnL, % | 376.69 |
| Gross profit | 4736.93 |
| Gross loss | 901.02 |
| Trading volume (USDT) | 62280.87 |
| Total transactions (buy/sell) | 18 |
| Total fees | 22.38 |
| Funding net | -46.61 |
| Funding accrued (received) | 82.04 |
| Funding paid | 128.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 225.6421 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.80 |
| Position max, % of margin balance | 129.13 |
| Max Drawdown | 877.97 |
| Max Drawdown, % | 22.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 5.2573 |
| Recovery Factor (Total PnL / Max DD) | 4.2905 |
| Sharpe ratio (monthly) | 1.3345 |
| Sortino ratio (monthly) | 3.3594 |
| CAGR, % | 90.93 |
| Calmar ratio (CAGR / Max DD%) | 4.0618 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 3835.92 | Fee: 22.38 | Vol: 62280.87
Realized PnL by Symbol
Details
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