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
2205.48
Total PnL
1205.48 (120.55%)
Total Trades (Win/Los)
37 (15/22)
Win Rate
40.54%
Max Drawdown
1016.22 (66.52%)
Total Fees
27.77
Position avg (max), %
91.05 (136.20)
Profit Factor
1.66
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 | -19.22% | 51.99% | 9.49% | -30.66% | 7.28% | 4.07% | -26.67% | -18.78% | 7.40% | -3.47% | 13.66% | -5.97% | -31.33% |
| 2025 | -11.05% | 24.39% | 14.48% | 8.38% | 29.96% | -23.16% | 45.85% | 19.19% | 0.76% | -16.57% | 27.80% | -6.42% | 139.60% |
| 2026 | 21.81% | 0.99% | -2.43% | 0.69% | 10.97% | 0.00% | — | — | — | — | — | — | 34.11% |
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 | 2205.48 |
| Min balance | 511.56 |
| Max balance | 2385.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.67 |
| Average monthly return (arithmetic), % | 4.49 |
| Best month, % | 51.99 |
| Worst month, % | -30.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1205.48 |
| Total PnL, % | 120.55 |
| Gross profit | 3158.24 |
| Gross loss | 1900.13 |
| Trading volume (USDT) | 77181.50 |
| Total transactions (buy/sell) | 38 |
| Total fees | 27.77 |
| Funding net | -24.86 |
| Funding accrued (received) | 52.00 |
| Funding paid | 76.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 15 |
| Los Trades | 22 |
| Win Rate, % | 40.54 |
| Expectancy per trade | 34.0030 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.05 |
| Position max, % of margin balance | 136.20 |
| Max Drawdown | 1016.22 |
| Max Drawdown, % | 66.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6621 |
| Recovery Factor (Total PnL / Max DD) | 1.1862 |
| Sharpe ratio (monthly) | 0.7943 |
| Sortino ratio (monthly) | 1.4614 |
| CAGR, % | 38.75 |
| Calmar ratio (CAGR / Max DD%) | 0.5826 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1258.11 | Fee: 27.77 | Vol: 77181.50
Realized PnL by Symbol
Details
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