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
1435.58
Total PnL
435.58 (43.56%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
928.35 (61.18%)
Total Fees
20.08
Position avg (max), %
91.01 (186.48)
Profit Factor
1.23
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 | -20.25% | 52.67% | 9.57% | -22.81% | -13.05% | -6.05% | -11.40% | -1.73% | 4.78% | -3.13% | 10.26% | -6.03% | -22.97% |
| 2025 | 1.04% | 12.16% | 16.00% | 8.80% | 30.24% | -30.19% | 8.54% | 22.37% | -4.36% | 4.45% | 11.77% | -6.29% | 80.73% |
| 2026 | 17.67% | 14.50% | -13.31% | -21.24% | 12.16% | 0.00% | — | — | — | — | — | — | 3.18% |
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 | 1435.58 |
| Min balance | 589.06 |
| Max balance | 1976.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.21 |
| Average monthly return (arithmetic), % | 2.57 |
| Best month, % | 52.67 |
| Worst month, % | -30.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 435.58 |
| Total PnL, % | 43.56 |
| Gross profit | 2543.62 |
| Gross loss | 2070.21 |
| Trading volume (USDT) | 55816.66 |
| Total transactions (buy/sell) | 28 |
| Total fees | 20.08 |
| Funding net | -17.76 |
| Funding accrued (received) | 50.56 |
| Funding paid | 68.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | 17.5339 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.01 |
| Position max, % of margin balance | 186.48 |
| Max Drawdown | 928.35 |
| Max Drawdown, % | 61.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2287 |
| Recovery Factor (Total PnL / Max DD) | 0.4692 |
| Sharpe ratio (monthly) | 0.5290 |
| Sortino ratio (monthly) | 0.9038 |
| CAGR, % | 16.15 |
| Calmar ratio (CAGR / Max DD%) | 0.2640 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 473.41 | Fee: 20.08 | Vol: 55816.66
Realized PnL by Symbol
Details
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