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
2134.25
Total PnL
1134.25 (113.43%)
Total Trades (Win/Los)
33 (14/19)
Win Rate
42.42%
Max Drawdown
984.38 (64.43%)
Total Fees
23.61
Position avg (max), %
88.82 (133.18)
Profit Factor
1.69
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% | -37.64% | 4.40% | 4.26% | -9.67% | -20.50% | 7.35% | -3.42% | 13.63% | -5.85% | -27.30% |
| 2025 | -18.78% | 26.10% | 14.78% | 8.53% | 30.45% | -29.58% | 45.34% | 19.10% | -1.11% | 4.10% | 10.88% | -5.08% | 119.80% |
| 2026 | 22.08% | 13.44% | -13.02% | -0.12% | 11.07% | 0.00% | — | — | — | — | — | — | 33.65% |
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 | 2134.25 |
| Min balance | 543.40 |
| Max balance | 2324.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.56 |
| Average monthly return (arithmetic), % | 4.43 |
| Best month, % | 51.99 |
| Worst month, % | -37.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1134.25 |
| Total PnL, % | 113.43 |
| Gross profit | 2890.04 |
| Gross loss | 1710.71 |
| Trading volume (USDT) | 65615.18 |
| Total transactions (buy/sell) | 34 |
| Total fees | 23.61 |
| Funding net | -21.47 |
| Funding accrued (received) | 49.64 |
| Funding paid | 71.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 14 |
| Los Trades | 19 |
| Win Rate, % | 42.42 |
| Expectancy per trade | 35.7372 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.82 |
| Position max, % of margin balance | 133.18 |
| Max Drawdown | 984.38 |
| Max Drawdown, % | 64.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6894 |
| Recovery Factor (Total PnL / Max DD) | 1.1522 |
| Sharpe ratio (monthly) | 0.7846 |
| Sortino ratio (monthly) | 1.3703 |
| CAGR, % | 36.88 |
| Calmar ratio (CAGR / Max DD%) | 0.5724 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1179.33 | Fee: 23.61 | Vol: 65615.18
Realized PnL by Symbol
Details
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