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
3181.62
Total PnL
2181.62 (218.16%)
Total Trades (Win/Los)
78 (16/62)
Win Rate
20.51%
Max Drawdown
1011.01 (26.57%)
Total Fees
119.44
Position avg (max), %
85.51 (132.29)
Profit Factor
1.76
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 | -3.54% | 43.13% | 3.66% | 11.80% | 10.49% | -8.72% | -21.59% | 1.00% | 13.90% | -36.88% | 39.47% | -10.54% | 14.61% |
| 2025 | -8.70% | 30.68% | 9.90% | 0.76% | 12.21% | -9.43% | 39.02% | 18.95% | 0.92% | -6.82% | 21.07% | -12.64% | 120.87% |
| 2026 | 22.47% | 13.25% | -1.53% | -5.68% | -2.38% | 0.00% | — | — | — | — | — | — | 25.75% |
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 | 3181.62 |
| Min balance | 885.82 |
| Max balance | 3805.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.94 |
| Average monthly return (arithmetic), % | 5.47 |
| Best month, % | 43.13 |
| Worst month, % | -36.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2181.62 |
| Total PnL, % | 218.16 |
| Gross profit | 5373.15 |
| Gross loss | 3047.87 |
| Trading volume (USDT) | 331851.57 |
| Total transactions (buy/sell) | 79 |
| Total fees | 119.44 |
| Funding net | -24.23 |
| Funding accrued (received) | 85.51 |
| Funding paid | 109.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 78 |
| Win Trades | 16 |
| Los Trades | 62 |
| Win Rate, % | 20.51 |
| Expectancy per trade | 29.8113 |
| Max consecutive wins | 3 |
| Max consecutive losses | 14 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.51 |
| Position max, % of margin balance | 132.29 |
| Max Drawdown | 1011.01 |
| Max Drawdown, % | 26.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7629 |
| Recovery Factor (Total PnL / Max DD) | 2.1579 |
| Sharpe ratio (monthly) | 1.0596 |
| Sortino ratio (monthly) | 2.1039 |
| CAGR, % | 61.49 |
| Calmar ratio (CAGR / Max DD%) | 2.3145 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2325.28 | Fee: 119.44 | Vol: 331851.57
Realized PnL by Symbol
Details
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