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
1888.13
Total PnL
888.13 (88.81%)
Total Trades (Win/Los)
31 (14/17)
Win Rate
45.16%
Max Drawdown
1094.03 (71.61%)
Total Fees
20.50
Position avg (max), %
87.65 (162.74)
Profit Factor
1.57
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% | -40.12% | -13.00% | 4.06% | -9.61% | -20.30% | 7.35% | -3.44% | 12.59% | -5.72% | -42.23% |
| 2025 | 1.04% | 18.48% | 14.69% | 8.49% | 30.30% | -30.26% | 45.12% | 19.05% | -1.44% | 4.02% | 10.67% | -5.07% | 151.88% |
| 2026 | 22.39% | 13.61% | -13.05% | -3.25% | 10.98% | 0.00% | — | — | — | — | — | — | 29.83% |
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 | 1888.13 |
| Min balance | 433.75 |
| Max balance | 2126.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.14 |
| Average monthly return (arithmetic), % | 4.00 |
| Best month, % | 51.99 |
| Worst month, % | -40.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 888.13 |
| Total PnL, % | 88.81 |
| Gross profit | 2549.39 |
| Gross loss | 1620.20 |
| Trading volume (USDT) | 56981.14 |
| Total transactions (buy/sell) | 32 |
| Total fees | 20.50 |
| Funding net | -20.56 |
| Funding accrued (received) | 43.83 |
| Funding paid | 64.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 14 |
| Los Trades | 17 |
| Win Rate, % | 45.16 |
| Expectancy per trade | 29.9739 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.65 |
| Position max, % of margin balance | 162.74 |
| Max Drawdown | 1094.03 |
| Max Drawdown, % | 71.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5735 |
| Recovery Factor (Total PnL / Max DD) | 0.8118 |
| Sharpe ratio (monthly) | 0.7147 |
| Sortino ratio (monthly) | 1.2263 |
| CAGR, % | 30.11 |
| Calmar ratio (CAGR / Max DD%) | 0.4205 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 929.19 | Fee: 20.50 | Vol: 56981.14
Realized PnL by Symbol
Details
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