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
3404.74
Total PnL
2404.74 (240.47%)
Total Trades (Win/Los)
21 (12/9)
Win Rate
57.14%
Max Drawdown
732.02 (47.81%)
Total Fees
20.62
Position avg (max), %
86.05 (148.49)
Profit Factor
3.10
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 | -22.32% | 54.07% | 9.74% | -10.14% | 7.85% | -13.09% | 6.32% | 2.71% | -11.19% | -3.88% | 7.90% | -13.29% | -3.52% |
| 2025 | 1.19% | 10.71% | 16.44% | -1.63% | 31.00% | -8.27% | 36.40% | 19.65% | -2.98% | 4.28% | 11.32% | -10.39% | 153.96% |
| 2026 | 14.07% | 15.40% | -6.89% | 5.38% | 7.65% | 0.00% | — | — | — | — | — | — | 39.03% |
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 | 3404.74 |
| Min balance | 732.50 |
| Max balance | 3456.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.17 |
| Average monthly return (arithmetic), % | 5.27 |
| Best month, % | 54.07 |
| Worst month, % | -22.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2404.74 |
| Total PnL, % | 240.47 |
| Gross profit | 3648.23 |
| Gross loss | 1178.39 |
| Trading volume (USDT) | 57340.16 |
| Total transactions (buy/sell) | 22 |
| Total fees | 20.62 |
| Funding net | -44.49 |
| Funding accrued (received) | 62.64 |
| Funding paid | 107.12 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 12 |
| Los Trades | 9 |
| Win Rate, % | 57.14 |
| Expectancy per trade | 117.6113 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.05 |
| Position max, % of margin balance | 148.49 |
| Max Drawdown | 732.02 |
| Max Drawdown, % | 47.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.0959 |
| Recovery Factor (Total PnL / Max DD) | 3.2851 |
| Sharpe ratio (monthly) | 1.1609 |
| Sortino ratio (monthly) | 2.7455 |
| CAGR, % | 66.09 |
| Calmar ratio (CAGR / Max DD%) | 1.3822 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2469.84 | Fee: 20.62 | Vol: 57340.16
Realized PnL by Symbol
Details
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