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
2178.46
Total PnL
1178.46 (117.85%)
Total Trades (Win/Los)
23 (11/12)
Win Rate
47.83%
Max Drawdown
1325.24 (49.39%)
Total Fees
27.67
Position avg (max), %
87.13 (186.19)
Profit Factor
1.44
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 | -22.32% | 54.07% | 9.74% | -10.14% | 3.68% | -4.59% | 5.61% | 17.78% | -0.08% | -2.80% | 10.86% | -6.05% | 46.93% |
| 2025 | 1.06% | 10.18% | 16.30% | -0.88% | 31.49% | -31.55% | 9.52% | 22.90% | -4.49% | 4.33% | 11.46% | -9.79% | 55.78% |
| 2026 | 14.63% | 15.28% | -14.99% | -21.32% | 7.76% | 0.00% | — | — | — | — | — | — | -4.76% |
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 | 2178.46 |
| Min balance | 732.50 |
| Max balance | 3194.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.63 |
| Average monthly return (arithmetic), % | 3.92 |
| Best month, % | 54.07 |
| Worst month, % | -31.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1178.46 |
| Total PnL, % | 117.85 |
| Gross profit | 4051.53 |
| Gross loss | 2813.73 |
| Trading volume (USDT) | 76914.58 |
| Total transactions (buy/sell) | 24 |
| Total fees | 27.67 |
| Funding net | -31.66 |
| Funding accrued (received) | 75.37 |
| Funding paid | 107.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 11 |
| Los Trades | 12 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 53.8172 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.13 |
| Position max, % of margin balance | 186.19 |
| Max Drawdown | 1325.24 |
| Max Drawdown, % | 49.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4399 |
| Recovery Factor (Total PnL / Max DD) | 0.8892 |
| Sharpe ratio (monthly) | 0.8253 |
| Sortino ratio (monthly) | 1.5008 |
| CAGR, % | 38.05 |
| Calmar ratio (CAGR / Max DD%) | 0.7704 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1237.80 | Fee: 27.67 | Vol: 76914.58
Realized PnL by Symbol
Details
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