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
1271.16
Total PnL
271.16 (27.12%)
Total Trades (Win/Los)
25 (11/14)
Win Rate
44.00%
Max Drawdown
1057.32 (62.77%)
Total Fees
18.44
Position avg (max), %
86.20 (188.94)
Profit Factor
1.19
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 | -5.34% | 45.48% | 8.68% | -8.42% | 3.38% | -9.43% | -24.05% | -22.47% | 7.40% | -3.42% | 14.27% | -5.87% | -15.68% |
| 2025 | 1.07% | 22.67% | 7.29% | 0.57% | 9.31% | -31.97% | 8.19% | 22.34% | -3.42% | 4.40% | 11.65% | -5.14% | 40.60% |
| 2026 | 21.91% | 13.35% | -12.96% | -20.45% | 12.13% | 0.00% | — | — | — | — | — | — | 7.29% |
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 | 1271.16 |
| Min balance | 627.24 |
| Max balance | 1720.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 2.04 |
| Best month, % | 45.48 |
| Worst month, % | -31.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 271.16 |
| Total PnL, % | 27.12 |
| Gross profit | 1978.15 |
| Gross loss | 1664.30 |
| Trading volume (USDT) | 51288.76 |
| Total transactions (buy/sell) | 27 |
| Total fees | 18.44 |
| Funding net | -24.25 |
| Funding accrued (received) | 44.07 |
| Funding paid | 68.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 11 |
| Los Trades | 14 |
| Win Rate, % | 44.00 |
| Expectancy per trade | 12.5539 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.20 |
| Position max, % of margin balance | 188.94 |
| Max Drawdown | 1057.32 |
| Max Drawdown, % | 62.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1886 |
| Recovery Factor (Total PnL / Max DD) | 0.2565 |
| Sharpe ratio (monthly) | 0.4485 |
| Sortino ratio (monthly) | 0.7103 |
| CAGR, % | 10.45 |
| Calmar ratio (CAGR / Max DD%) | 0.1664 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 313.85 | Fee: 18.44 | Vol: 51288.76
Realized PnL by Symbol
Details
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