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
1247.27
Total PnL
247.27 (24.73%)
Total Trades (Win/Los)
31 (13/18)
Win Rate
41.94%
Max Drawdown
1138.97 (66.68%)
Total Fees
20.05
Position avg (max), %
90.79 (176.70)
Profit Factor
1.17
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% | -25.93% | -0.51% | -9.51% | -15.92% | -19.34% | 7.29% | -3.39% | 13.71% | -5.78% | -23.89% |
| 2025 | -5.46% | 24.45% | 10.87% | 0.83% | 6.05% | -24.20% | 9.49% | 22.24% | -3.45% | -23.63% | 26.27% | -6.13% | 23.67% |
| 2026 | 21.78% | 13.38% | -12.84% | -0.38% | 10.58% | 0.00% | — | — | — | — | — | — | 32.58% |
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 | 1247.27 |
| Min balance | 569.16 |
| Max balance | 1708.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.74 |
| Average monthly return (arithmetic), % | 2.03 |
| Best month, % | 46.32 |
| Worst month, % | -25.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 247.27 |
| Total PnL, % | 24.73 |
| Gross profit | 1943.38 |
| Gross loss | 1658.61 |
| Trading volume (USDT) | 55739.73 |
| Total transactions (buy/sell) | 33 |
| Total fees | 20.05 |
| Funding net | -17.45 |
| Funding accrued (received) | 43.60 |
| Funding paid | 61.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 13 |
| Los Trades | 18 |
| Win Rate, % | 41.94 |
| Expectancy per trade | 9.1861 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.79 |
| Position max, % of margin balance | 176.70 |
| Max Drawdown | 1138.97 |
| Max Drawdown, % | 66.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1717 |
| Recovery Factor (Total PnL / Max DD) | 0.2171 |
| Sharpe ratio (monthly) | 0.4303 |
| Sortino ratio (monthly) | 0.7205 |
| CAGR, % | 9.58 |
| Calmar ratio (CAGR / Max DD%) | 0.1437 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 284.77 | Fee: 20.05 | Vol: 55739.73
Realized PnL by Symbol
Details
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