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
1289.42
Total PnL
289.42 (28.94%)
Total Trades (Win/Los)
63 (25/38)
Win Rate
39.68%
Max Drawdown
1059.96 (62.20%)
Total Fees
48.97
Position avg (max), %
94.43 (152.97)
Profit Factor
1.11
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 | -1.58% | 42.68% | 8.30% | -26.84% | 25.25% | 4.99% | -17.80% | -3.30% | 7.26% | -1.07% | 3.08% | -30.78% | -11.95% |
| 2025 | -8.10% | -8.44% | 15.01% | 4.09% | 41.65% | -22.92% | 45.69% | -0.90% | 4.89% | -40.95% | 27.10% | -9.77% | 12.78% |
| 2026 | 15.83% | 10.90% | -2.25% | 4.45% | -0.95% | 0.00% | — | — | — | — | — | — | 29.92% |
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 | 1289.42 |
| Min balance | 644.15 |
| Max balance | 1704.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.85 |
| Average monthly return (arithmetic), % | 2.85 |
| Best month, % | 45.69 |
| Worst month, % | -40.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 289.42 |
| Total PnL, % | 28.94 |
| Gross profit | 3471.38 |
| Gross loss | 3117.46 |
| Trading volume (USDT) | 136054.75 |
| Total transactions (buy/sell) | 64 |
| Total fees | 48.97 |
| Funding net | -15.53 |
| Funding accrued (received) | 58.13 |
| Funding paid | 73.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 25 |
| Los Trades | 38 |
| Win Rate, % | 39.68 |
| Expectancy per trade | 5.6177 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.43 |
| Position max, % of margin balance | 152.97 |
| Max Drawdown | 1059.96 |
| Max Drawdown, % | 62.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1135 |
| Recovery Factor (Total PnL / Max DD) | 0.2730 |
| Sharpe ratio (monthly) | 0.4933 |
| Sortino ratio (monthly) | 0.8117 |
| CAGR, % | 11.10 |
| Calmar ratio (CAGR / Max DD%) | 0.1785 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 353.92 | Fee: 48.97 | Vol: 136054.75
Realized PnL by Symbol
Details
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