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
2975.68
Total PnL
1975.68 (197.57%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
980.37 (41.67%)
Total Fees
29.44
Position avg (max), %
87.15 (149.50)
Profit Factor
1.90
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 | -21.45% | 53.47% | 9.67% | -9.93% | 11.31% | -4.48% | 5.52% | 1.76% | -10.76% | -3.81% | 8.32% | -6.10% | 18.70% |
| 2025 | 1.05% | 10.02% | 16.35% | 8.90% | 30.32% | -31.16% | 40.71% | 19.53% | -3.01% | 4.12% | 10.92% | -10.35% | 113.43% |
| 2026 | 17.29% | 1.78% | -5.44% | -2.81% | 7.12% | 0.00% | — | — | — | — | — | — | 17.52% |
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 | 2975.68 |
| Min balance | 741.17 |
| Max balance | 3606.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.70 |
| Average monthly return (arithmetic), % | 4.96 |
| Best month, % | 53.47 |
| Worst month, % | -31.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1975.68 |
| Total PnL, % | 197.57 |
| Gross profit | 4332.02 |
| Gross loss | 2281.70 |
| Trading volume (USDT) | 81834.75 |
| Total transactions (buy/sell) | 26 |
| Total fees | 29.44 |
| Funding net | -45.20 |
| Funding accrued (received) | 70.13 |
| Funding paid | 115.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 82.0127 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.15 |
| Position max, % of margin balance | 149.50 |
| Max Drawdown | 980.37 |
| Max Drawdown, % | 41.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8986 |
| Recovery Factor (Total PnL / Max DD) | 2.0152 |
| Sharpe ratio (monthly) | 1.0390 |
| Sortino ratio (monthly) | 2.1767 |
| CAGR, % | 57.08 |
| Calmar ratio (CAGR / Max DD%) | 1.3699 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2050.32 | Fee: 29.44 | Vol: 81834.75
Realized PnL by Symbol
Details
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