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
1546.57
Total PnL
546.57 (54.66%)
Total Trades (Win/Los)
29 (13/16)
Win Rate
44.83%
Max Drawdown
966.15 (63.24%)
Total Fees
21.68
Position avg (max), %
90.25 (184.68)
Profit Factor
1.28
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% | -22.63% | -12.92% | 4.11% | -9.76% | -20.34% | 7.37% | -3.43% | 13.86% | -5.84% | -24.64% |
| 2025 | 1.06% | 19.06% | 14.93% | 8.52% | 30.10% | -30.07% | 8.72% | 22.35% | -4.38% | 4.33% | 11.46% | -5.18% | 91.49% |
| 2026 | 22.16% | 13.47% | -13.11% | -20.52% | 12.03% | 0.00% | — | — | — | — | — | — | 7.24% |
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 | 1546.57 |
| Min balance | 561.63 |
| Max balance | 2101.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.47 |
| Average monthly return (arithmetic), % | 2.92 |
| Best month, % | 51.99 |
| Worst month, % | -30.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 546.57 |
| Total PnL, % | 54.66 |
| Gross profit | 2658.55 |
| Gross loss | 2070.50 |
| Trading volume (USDT) | 60264.70 |
| Total transactions (buy/sell) | 30 |
| Total fees | 21.68 |
| Funding net | -19.79 |
| Funding accrued (received) | 50.76 |
| Funding paid | 70.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 13 |
| Los Trades | 16 |
| Win Rate, % | 44.83 |
| Expectancy per trade | 20.2775 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.25 |
| Position max, % of margin balance | 184.68 |
| Max Drawdown | 966.15 |
| Max Drawdown, % | 63.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2840 |
| Recovery Factor (Total PnL / Max DD) | 0.5657 |
| Sharpe ratio (monthly) | 0.5823 |
| Sortino ratio (monthly) | 0.9880 |
| CAGR, % | 19.79 |
| Calmar ratio (CAGR / Max DD%) | 0.3129 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 588.05 | Fee: 21.68 | Vol: 60264.70
Realized PnL by Symbol
Details
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