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
3006.86
Total PnL
2006.86 (200.69%)
Total Trades (Win/Los)
27 (12/15)
Win Rate
44.44%
Max Drawdown
896.92 (26.31%)
Total Fees
29.32
Position avg (max), %
87.56 (147.95)
Profit Factor
2.02
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 | -20.25% | 52.67% | 9.57% | -9.84% | 11.64% | -4.61% | -11.39% | -3.69% | 0.05% | -3.64% | 8.51% | -5.99% | 7.50% |
| 2025 | 1.07% | 12.22% | 15.97% | 8.78% | 30.14% | -30.82% | 42.13% | 19.91% | -3.07% | 4.13% | 10.95% | -9.70% | 121.98% |
| 2026 | 18.05% | 3.38% | -3.92% | -3.33% | 11.23% | 0.00% | — | — | — | — | — | — | 26.08% |
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 | 3006.86 |
| Min balance | 753.14 |
| Max balance | 3409.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.74 |
| Average monthly return (arithmetic), % | 5.00 |
| Best month, % | 52.67 |
| Worst month, % | -30.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2006.86 |
| Total PnL, % | 200.69 |
| Gross profit | 4103.33 |
| Gross loss | 2033.91 |
| Trading volume (USDT) | 81521.68 |
| Total transactions (buy/sell) | 28 |
| Total fees | 29.32 |
| Funding net | -33.23 |
| Funding accrued (received) | 71.22 |
| Funding paid | 104.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 12 |
| Los Trades | 15 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 76.6451 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.56 |
| Position max, % of margin balance | 147.95 |
| Max Drawdown | 896.92 |
| Max Drawdown, % | 26.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0175 |
| Recovery Factor (Total PnL / Max DD) | 2.2375 |
| Sharpe ratio (monthly) | 1.0431 |
| Sortino ratio (monthly) | 2.2375 |
| CAGR, % | 57.76 |
| Calmar ratio (CAGR / Max DD%) | 2.1955 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2069.42 | Fee: 29.32 | Vol: 81521.68
Realized PnL by Symbol
Details
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