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
1222.27
Total PnL
222.27 (22.23%)
Total Trades (Win/Los)
66 (19/47)
Win Rate
28.79%
Max Drawdown
1060.69 (53.13%)
Total Fees
49.46
Position avg (max), %
93.75 (137.24)
Profit Factor
1.10
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 | -19.47% | 50.85% | 9.36% | -16.19% | 9.61% | 5.29% | -14.64% | -13.55% | 9.34% | -9.16% | 6.38% | 1.04% | 1.22% |
| 2025 | -24.37% | -4.02% | 14.97% | 9.02% | 33.48% | -16.27% | 44.35% | 15.09% | -9.01% | -34.70% | 24.81% | -22.89% | -3.40% |
| 2026 | 15.55% | 3.44% | -2.30% | 5.42% | 1.60% | 0.00% | — | — | — | — | — | — | 25.07% |
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 | 1222.27 |
| Min balance | 638.02 |
| Max balance | 1996.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 2.43 |
| Best month, % | 50.85 |
| Worst month, % | -34.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 222.27 |
| Total PnL, % | 22.23 |
| Gross profit | 3206.83 |
| Gross loss | 2919.15 |
| Trading volume (USDT) | 137423.11 |
| Total transactions (buy/sell) | 67 |
| Total fees | 49.46 |
| Funding net | -15.95 |
| Funding accrued (received) | 54.74 |
| Funding paid | 70.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 66 |
| Win Trades | 19 |
| Los Trades | 47 |
| Win Rate, % | 28.79 |
| Expectancy per trade | 4.3588 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.75 |
| Position max, % of margin balance | 137.24 |
| Max Drawdown | 1060.69 |
| Max Drawdown, % | 53.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0986 |
| Recovery Factor (Total PnL / Max DD) | 0.2096 |
| Sharpe ratio (monthly) | 0.4387 |
| Sortino ratio (monthly) | 0.7479 |
| CAGR, % | 8.67 |
| Calmar ratio (CAGR / Max DD%) | 0.1631 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 287.68 | Fee: 49.46 | Vol: 137423.11
Realized PnL by Symbol
Details
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