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
2015.55
Total PnL
1015.55 (101.56%)
Total Trades (Win/Los)
33 (15/18)
Win Rate
45.45%
Max Drawdown
972.87 (47.43%)
Total Fees
28.83
Position avg (max), %
92.43 (171.54)
Profit Factor
1.47
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 | -16.22% | 51.39% | 9.42% | -19.95% | 9.45% | 4.12% | -9.79% | -18.26% | 7.30% | -3.42% | 13.68% | -5.84% | 3.56% |
| 2025 | -5.54% | 5.92% | 14.70% | 10.97% | 30.20% | -23.20% | 10.24% | 22.31% | -3.42% | -26.51% | 28.24% | -6.33% | 46.38% |
| 2026 | 22.25% | 13.62% | -13.05% | -0.48% | 10.69% | 0.00% | — | — | — | — | — | — | 33.03% |
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 | 2015.55 |
| Min balance | 771.66 |
| Max balance | 2212.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.37 |
| Average monthly return (arithmetic), % | 3.75 |
| Best month, % | 51.39 |
| Worst month, % | -26.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1015.55 |
| Total PnL, % | 101.56 |
| Gross profit | 3338.89 |
| Gross loss | 2273.19 |
| Trading volume (USDT) | 80129.79 |
| Total transactions (buy/sell) | 34 |
| Total fees | 28.83 |
| Funding net | -21.32 |
| Funding accrued (received) | 63.10 |
| Funding paid | 84.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 15 |
| Los Trades | 18 |
| Win Rate, % | 45.45 |
| Expectancy per trade | 32.2941 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.43 |
| Position max, % of margin balance | 171.54 |
| Max Drawdown | 972.87 |
| Max Drawdown, % | 47.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4688 |
| Recovery Factor (Total PnL / Max DD) | 1.0439 |
| Sharpe ratio (monthly) | 0.7599 |
| Sortino ratio (monthly) | 1.3870 |
| CAGR, % | 33.68 |
| Calmar ratio (CAGR / Max DD%) | 0.7100 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1065.71 | Fee: 28.83 | Vol: 80129.79
Realized PnL by Symbol
Details
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