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
1847.07
Total PnL
847.07 (84.71%)
Total Trades (Win/Los)
56 (19/37)
Win Rate
33.93%
Max Drawdown
795.30 (38.11%)
Total Fees
49.14
Position avg (max), %
91.73 (139.31)
Profit Factor
1.31
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 | -17.19% | 50.72% | 9.34% | -22.65% | 9.50% | 5.41% | -7.03% | -4.37% | 10.30% | -25.08% | 10.97% | 0.82% | 0.16% |
| 2025 | -2.14% | -9.23% | 15.22% | 9.23% | 42.04% | -27.05% | 32.68% | 19.32% | -1.41% | -18.27% | 24.67% | -21.47% | 44.66% |
| 2026 | 17.44% | 13.09% | -1.01% | 1.54% | -4.44% | 0.00% | — | — | — | — | — | — | 27.56% |
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 | 1847.07 |
| Min balance | 770.53 |
| Max balance | 2104.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.07 |
| Average monthly return (arithmetic), % | 3.70 |
| Best month, % | 50.72 |
| Worst month, % | -27.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 847.07 |
| Total PnL, % | 84.71 |
| Gross profit | 3882.79 |
| Gross loss | 2973.55 |
| Trading volume (USDT) | 136544.51 |
| Total transactions (buy/sell) | 57 |
| Total fees | 49.14 |
| Funding net | -13.03 |
| Funding accrued (received) | 66.59 |
| Funding paid | 79.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 56 |
| Win Trades | 19 |
| Los Trades | 37 |
| Win Rate, % | 33.93 |
| Expectancy per trade | 16.2364 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.73 |
| Position max, % of margin balance | 139.31 |
| Max Drawdown | 795.30 |
| Max Drawdown, % | 38.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3058 |
| Recovery Factor (Total PnL / Max DD) | 1.0651 |
| Sharpe ratio (monthly) | 0.6896 |
| Sortino ratio (monthly) | 1.2511 |
| CAGR, % | 28.93 |
| Calmar ratio (CAGR / Max DD%) | 0.7591 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 909.24 | Fee: 49.14 | Vol: 136544.51
Realized PnL by Symbol
Details
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