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
1103.77
Total PnL
103.77 (10.38%)
Total Trades (Win/Los)
61 (23/38)
Win Rate
37.70%
Max Drawdown
1098.35 (64.50%)
Total Fees
44.77
Position avg (max), %
95.07 (155.06)
Profit Factor
1.05
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 | -1.70% | 42.73% | 8.31% | -27.35% | 25.45% | 5.03% | -17.79% | -5.72% | 7.28% | -2.12% | 13.61% | -29.74% | -5.50% |
| 2025 | -18.63% | -9.27% | 14.44% | 0.79% | 43.20% | -22.84% | 46.05% | -3.42% | 5.05% | -42.80% | 26.53% | -9.69% | -8.86% |
| 2026 | 15.94% | 10.97% | -2.23% | 3.12% | -1.14% | 0.00% | — | — | — | — | — | — | 28.24% |
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 | 1103.77 |
| Min balance | 604.62 |
| Max balance | 1702.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 2.47 |
| Best month, % | 46.05 |
| Worst month, % | -42.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 103.77 |
| Total PnL, % | 10.38 |
| Gross profit | 3293.17 |
| Gross loss | 3128.68 |
| Trading volume (USDT) | 124400.20 |
| Total transactions (buy/sell) | 62 |
| Total fees | 44.77 |
| Funding net | -15.94 |
| Funding accrued (received) | 54.23 |
| Funding paid | 70.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 61 |
| Win Trades | 23 |
| Los Trades | 38 |
| Win Rate, % | 37.70 |
| Expectancy per trade | 2.6965 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.07 |
| Position max, % of margin balance | 155.06 |
| Max Drawdown | 1098.35 |
| Max Drawdown, % | 64.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0526 |
| Recovery Factor (Total PnL / Max DD) | 0.0945 |
| Sharpe ratio (monthly) | 0.4137 |
| Sortino ratio (monthly) | 0.6700 |
| CAGR, % | 4.17 |
| Calmar ratio (CAGR / Max DD%) | 0.0647 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 164.48 | Fee: 44.77 | Vol: 124400.20
Realized PnL by Symbol
Details
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