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
2401.01
Total PnL
1401.01 (140.10%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
930.28 (60.89%)
Total Fees
26.68
Position avg (max), %
90.89 (149.60)
Profit Factor
1.79
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 | -19.22% | 51.99% | 9.49% | -38.98% | -3.07% | 3.74% | -9.68% | -3.07% | 7.42% | -3.46% | 14.29% | -5.96% | -19.50% |
| 2025 | -11.50% | 25.19% | -0.97% | 13.06% | 36.98% | -29.65% | 45.88% | 19.25% | -1.47% | 4.01% | 10.64% | -5.07% | 123.85% |
| 2026 | 22.16% | 3.66% | -2.29% | -3.10% | 11.17% | 0.00% | — | — | — | — | — | — | 33.31% |
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 | 2401.01 |
| Min balance | 597.50 |
| Max balance | 2647.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.96 |
| Average monthly return (arithmetic), % | 4.72 |
| Best month, % | 51.99 |
| Worst month, % | -38.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1401.01 |
| Total PnL, % | 140.10 |
| Gross profit | 3292.86 |
| Gross loss | 1837.98 |
| Trading volume (USDT) | 74166.39 |
| Total transactions (buy/sell) | 36 |
| Total fees | 26.68 |
| Funding net | -27.19 |
| Funding accrued (received) | 53.64 |
| Funding paid | 80.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 41.5681 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.89 |
| Position max, % of margin balance | 149.60 |
| Max Drawdown | 930.28 |
| Max Drawdown, % | 60.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7916 |
| Recovery Factor (Total PnL / Max DD) | 1.5060 |
| Sharpe ratio (monthly) | 0.8567 |
| Sortino ratio (monthly) | 1.6062 |
| CAGR, % | 43.72 |
| Calmar ratio (CAGR / Max DD%) | 0.7180 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1454.88 | Fee: 26.68 | Vol: 74166.39
Realized PnL by Symbol
Details
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