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
2093.11
Total PnL
1093.11 (109.31%)
Total Trades (Win/Los)
44 (16/28)
Win Rate
36.36%
Max Drawdown
783.77 (50.50%)
Total Fees
44.11
Position avg (max), %
87.60 (130.51)
Profit Factor
1.46
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 | -18.60% | 52.89% | 9.60% | -10.19% | 5.37% | -9.02% | -9.78% | -0.90% | 10.07% | -25.01% | 25.71% | -0.10% | 8.81% |
| 2025 | -2.12% | 31.15% | 10.00% | 0.77% | 10.95% | -28.10% | 32.83% | 19.36% | -1.09% | -12.17% | 21.97% | -21.12% | 50.40% |
| 2026 | 17.44% | 13.13% | -1.00% | 1.63% | -4.27% | 0.00% | — | — | — | — | — | — | 27.97% |
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 | 2093.11 |
| Min balance | 768.16 |
| Max balance | 2381.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.49 |
| Average monthly return (arithmetic), % | 3.98 |
| Best month, % | 52.89 |
| Worst month, % | -28.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1093.11 |
| Total PnL, % | 109.31 |
| Gross profit | 3678.94 |
| Gross loss | 2527.43 |
| Trading volume (USDT) | 122606.60 |
| Total transactions (buy/sell) | 46 |
| Total fees | 44.11 |
| Funding net | -14.29 |
| Funding accrued (received) | 68.53 |
| Funding paid | 82.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 16 |
| Los Trades | 28 |
| Win Rate, % | 36.36 |
| Expectancy per trade | 26.1708 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.60 |
| Position max, % of margin balance | 130.51 |
| Max Drawdown | 783.77 |
| Max Drawdown, % | 50.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4556 |
| Recovery Factor (Total PnL / Max DD) | 1.3947 |
| Sharpe ratio (monthly) | 0.7756 |
| Sortino ratio (monthly) | 1.4631 |
| CAGR, % | 35.78 |
| Calmar ratio (CAGR / Max DD%) | 0.7085 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1151.51 | Fee: 44.11 | Vol: 122606.60
Realized PnL by Symbol
Details
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