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
1392.56
Total PnL
392.56 (39.26%)
Total Trades (Win/Los)
33 (13/20)
Win Rate
39.39%
Max Drawdown
1054.84 (61.75%)
Total Fees
24.57
Position avg (max), %
89.93 (173.38)
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 | -4.78% | 46.32% | 8.78% | -25.67% | -0.51% | -9.48% | -15.86% | -7.47% | 7.24% | -3.38% | 13.83% | -5.93% | -12.36% |
| 2025 | -5.55% | 26.29% | 10.52% | 0.81% | 6.53% | -24.27% | 9.90% | 22.25% | -1.98% | -18.60% | 24.16% | -5.94% | 34.22% |
| 2026 | 22.08% | 13.44% | -12.98% | -0.26% | -1.45% | 0.00% | — | — | — | — | — | — | 18.44% |
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 | 1392.56 |
| Min balance | 653.30 |
| Max balance | 1711.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.11 |
| Average monthly return (arithmetic), % | 2.27 |
| Best month, % | 46.32 |
| Worst month, % | -25.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 392.56 |
| Total PnL, % | 39.26 |
| Gross profit | 2335.06 |
| Gross loss | 1897.38 |
| Trading volume (USDT) | 68306.50 |
| Total transactions (buy/sell) | 35 |
| Total fees | 24.57 |
| Funding net | -20.56 |
| Funding accrued (received) | 48.62 |
| Funding paid | 69.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 13 |
| Los Trades | 20 |
| Win Rate, % | 39.39 |
| Expectancy per trade | 13.2632 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.93 |
| Position max, % of margin balance | 173.38 |
| Max Drawdown | 1054.84 |
| Max Drawdown, % | 61.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2307 |
| Recovery Factor (Total PnL / Max DD) | 0.3721 |
| Sharpe ratio (monthly) | 0.5035 |
| Sortino ratio (monthly) | 0.8970 |
| CAGR, % | 14.70 |
| Calmar ratio (CAGR / Max DD%) | 0.2380 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 437.69 | Fee: 24.57 | Vol: 68306.50
Realized PnL by Symbol
Details
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