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
4293.73
Total PnL
3293.73 (329.37%)
Total Trades (Win/Los)
19 (11/8)
Win Rate
57.89%
Max Drawdown
785.46 (22.43%)
Total Fees
22.69
Position avg (max), %
83.74 (144.74)
Profit Factor
4.03
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% | 3.68% | -13.28% | 6.59% | 20.68% | -0.20% | -2.85% | 10.59% | -15.98% | 22.97% |
| 2025 | 1.26% | 11.24% | 16.50% | -2.26% | 31.68% | -8.34% | 35.60% | 19.37% | -3.78% | 4.35% | 11.52% | -10.35% | 151.54% |
| 2026 | 13.98% | 15.30% | -6.86% | 5.36% | 7.70% | 0.00% | — | — | — | — | — | — | 38.88% |
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 | 4293.73 |
| Min balance | 732.50 |
| Max balance | 4358.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.98 |
| Average monthly return (arithmetic), % | 6.09 |
| Best month, % | 54.07 |
| Worst month, % | -22.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3293.73 |
| Total PnL, % | 329.37 |
| Gross profit | 4476.84 |
| Gross loss | 1110.40 |
| Trading volume (USDT) | 63123.70 |
| Total transactions (buy/sell) | 20 |
| Total fees | 22.69 |
| Funding net | -50.02 |
| Funding accrued (received) | 75.69 |
| Funding paid | 125.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 11 |
| Los Trades | 8 |
| Win Rate, % | 57.89 |
| Expectancy per trade | 177.1810 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.74 |
| Position max, % of margin balance | 144.74 |
| Max Drawdown | 785.46 |
| Max Drawdown, % | 22.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.0317 |
| Recovery Factor (Total PnL / Max DD) | 4.1934 |
| Sharpe ratio (monthly) | 1.3353 |
| Sortino ratio (monthly) | 3.2272 |
| CAGR, % | 82.84 |
| Calmar ratio (CAGR / Max DD%) | 3.6936 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 3366.44 | Fee: 22.69 | Vol: 63123.70
Realized PnL by Symbol
Details
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