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
1870.85
Total PnL
870.85 (87.09%)
Total Trades (Win/Los)
21 (10/11)
Win Rate
47.62%
Max Drawdown
1184.69 (50.19%)
Total Fees
23.71
Position avg (max), %
84.66 (185.70)
Profit Factor
1.40
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 | -5.40% | 45.51% | 8.68% | -8.43% | 3.38% | -9.43% | -7.23% | 23.34% | -0.30% | -2.91% | 11.89% | -6.22% | 49.09% |
| 2025 | 1.07% | 22.79% | 7.32% | 0.58% | 9.49% | -32.83% | 8.72% | 22.42% | -4.38% | 4.38% | 11.58% | -9.76% | 31.79% |
| 2026 | 14.52% | 15.17% | -14.90% | -21.16% | 7.67% | 0.00% | — | — | — | — | — | — | -4.73% |
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 | 1870.85 |
| Min balance | 900.59 |
| Max balance | 2736.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.11 |
| Average monthly return (arithmetic), % | 3.19 |
| Best month, % | 45.51 |
| Worst month, % | -32.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 870.85 |
| Total PnL, % | 87.09 |
| Gross profit | 3234.63 |
| Gross loss | 2306.43 |
| Trading volume (USDT) | 65931.87 |
| Total transactions (buy/sell) | 23 |
| Total fees | 23.71 |
| Funding net | -33.64 |
| Funding accrued (received) | 65.99 |
| Funding paid | 99.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 10 |
| Los Trades | 11 |
| Win Rate, % | 47.62 |
| Expectancy per trade | 44.2002 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.66 |
| Position max, % of margin balance | 185.70 |
| Max Drawdown | 1184.69 |
| Max Drawdown, % | 50.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4024 |
| Recovery Factor (Total PnL / Max DD) | 0.7351 |
| Sharpe ratio (monthly) | 0.7449 |
| Sortino ratio (monthly) | 1.3036 |
| CAGR, % | 29.61 |
| Calmar ratio (CAGR / Max DD%) | 0.5901 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 928.20 | Fee: 23.71 | Vol: 65931.87
Realized PnL by Symbol
Details
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