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
2238.26
Total PnL
1238.26 (123.83%)
Total Trades (Win/Los)
39 (15/24)
Win Rate
38.46%
Max Drawdown
726.86 (57.74%)
Total Fees
26.45
Position avg (max), %
89.82 (135.98)
Profit Factor
1.73
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 | -23.91% | 33.91% | 9.15% | -37.29% | 15.81% | 3.86% | -9.51% | -3.38% | 7.31% | -14.74% | 13.38% | -5.93% | -28.44% |
| 2025 | -10.99% | 25.02% | -0.88% | 13.15% | 37.30% | -29.10% | 45.71% | 19.20% | -1.17% | 4.01% | 10.64% | -5.06% | 127.84% |
| 2026 | 22.43% | 4.12% | -2.37% | -0.51% | 10.93% | 0.00% | — | — | — | — | — | — | 37.35% |
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 | 2238.26 |
| Min balance | 532.05 |
| Max balance | 2406.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.72 |
| Average monthly return (arithmetic), % | 4.37 |
| Best month, % | 45.71 |
| Worst month, % | -37.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1238.26 |
| Total PnL, % | 123.83 |
| Gross profit | 3039.13 |
| Gross loss | 1755.59 |
| Trading volume (USDT) | 73516.69 |
| Total transactions (buy/sell) | 40 |
| Total fees | 26.45 |
| Funding net | -18.83 |
| Funding accrued (received) | 51.35 |
| Funding paid | 70.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 15 |
| Los Trades | 24 |
| Win Rate, % | 38.46 |
| Expectancy per trade | 32.9112 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.82 |
| Position max, % of margin balance | 135.98 |
| Max Drawdown | 726.86 |
| Max Drawdown, % | 57.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7311 |
| Recovery Factor (Total PnL / Max DD) | 1.7036 |
| Sharpe ratio (monthly) | 0.8334 |
| Sortino ratio (monthly) | 1.4392 |
| CAGR, % | 39.60 |
| Calmar ratio (CAGR / Max DD%) | 0.6860 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1283.54 | Fee: 26.45 | Vol: 73516.69
Realized PnL by Symbol
Details
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