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
2670.37
Total PnL
1670.37 (167.04%)
Total Trades (Win/Los)
29 (14/15)
Win Rate
48.28%
Max Drawdown
834.60 (54.63%)
Total Fees
26.57
Position avg (max), %
87.91 (149.22)
Profit Factor
1.91
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% | -23.10% | -3.13% | 0.15% | -9.86% | -3.82% | 5.36% | -3.53% | 9.75% | -6.14% | -8.96% |
| 2025 | 1.04% | 12.11% | 16.00% | 8.77% | 30.05% | -30.26% | 41.74% | 19.79% | -3.07% | 4.05% | 10.75% | -7.74% | 126.85% |
| 2026 | 18.87% | 4.25% | -2.87% | -3.18% | 11.00% | 0.00% | — | — | — | — | — | — | 29.36% |
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 | 2670.37 |
| Min balance | 693.18 |
| Max balance | 2966.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.33 |
| Average monthly return (arithmetic), % | 4.64 |
| Best month, % | 51.99 |
| Worst month, % | -30.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1670.37 |
| Total PnL, % | 167.04 |
| Gross profit | 3616.17 |
| Gross loss | 1888.38 |
| Trading volume (USDT) | 73862.94 |
| Total transactions (buy/sell) | 30 |
| Total fees | 26.57 |
| Funding net | -30.85 |
| Funding accrued (received) | 60.52 |
| Funding paid | 91.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 14 |
| Los Trades | 15 |
| Win Rate, % | 48.28 |
| Expectancy per trade | 59.5790 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.91 |
| Position max, % of margin balance | 149.22 |
| Max Drawdown | 834.60 |
| Max Drawdown, % | 54.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9150 |
| Recovery Factor (Total PnL / Max DD) | 2.0014 |
| Sharpe ratio (monthly) | 0.9558 |
| Sortino ratio (monthly) | 1.9324 |
| CAGR, % | 50.19 |
| Calmar ratio (CAGR / Max DD%) | 0.9188 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1727.79 | Fee: 26.57 | Vol: 73862.94
Realized PnL by Symbol
Details
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