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
2274.00
Total PnL
1274.00 (127.40%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
941.61 (61.63%)
Total Fees
25.74
Position avg (max), %
90.84 (147.01)
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 | -19.22% | 51.99% | 9.49% | -40.12% | -3.16% | 3.91% | -9.48% | -3.64% | 7.33% | -3.41% | 13.95% | -5.92% | -21.47% |
| 2025 | -11.19% | 24.42% | -4.69% | 13.88% | 37.67% | -29.78% | 46.09% | 19.30% | -1.47% | 4.03% | 10.69% | -5.12% | 117.52% |
| 2026 | 22.24% | 3.71% | -2.37% | -3.19% | 11.16% | 0.00% | — | — | — | — | — | — | 33.19% |
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 | 2274.00 |
| Min balance | 586.17 |
| Max balance | 2510.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.78 |
| Average monthly return (arithmetic), % | 4.57 |
| Best month, % | 51.99 |
| Worst month, % | -40.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1274.00 |
| Total PnL, % | 127.40 |
| Gross profit | 3132.03 |
| Gross loss | 1805.86 |
| Trading volume (USDT) | 71555.70 |
| Total transactions (buy/sell) | 36 |
| Total fees | 25.74 |
| Funding net | -26.43 |
| Funding accrued (received) | 51.52 |
| Funding paid | 77.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 37.8906 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.84 |
| Position max, % of margin balance | 147.01 |
| Max Drawdown | 941.61 |
| Max Drawdown, % | 61.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7344 |
| Recovery Factor (Total PnL / Max DD) | 1.3530 |
| Sharpe ratio (monthly) | 0.8225 |
| Sortino ratio (monthly) | 1.5289 |
| CAGR, % | 40.52 |
| Calmar ratio (CAGR / Max DD%) | 0.6575 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1326.17 | Fee: 25.74 | Vol: 71555.70
Realized PnL by Symbol
Details
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