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
2427.93
Total PnL
1427.93 (142.79%)
Total Trades (Win/Los)
19 (10/9)
Win Rate
52.63%
Max Drawdown
1458.81 (40.05%)
Total Fees
24.27
Position avg (max), %
84.00 (156.95)
Profit Factor
1.71
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% | -13.66% | 37.26% |
| 2025 | 1.20% | 25.50% | 8.01% | 0.63% | 8.96% | -8.61% | 14.04% | 21.67% | -4.23% | 4.39% | 11.62% | -10.81% | 89.84% |
| 2026 | 14.32% | 15.61% | -16.37% | -21.72% | 7.74% | 0.00% | — | — | — | — | — | — | -6.77% |
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 | 2427.93 |
| Min balance | 900.59 |
| Max balance | 3642.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.00 |
| Average monthly return (arithmetic), % | 3.91 |
| Best month, % | 45.51 |
| Worst month, % | -21.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1427.93 |
| Total PnL, % | 142.79 |
| Gross profit | 3603.24 |
| Gross loss | 2112.90 |
| Trading volume (USDT) | 67501.83 |
| Total transactions (buy/sell) | 21 |
| Total fees | 24.27 |
| Funding net | -38.14 |
| Funding accrued (received) | 75.63 |
| Funding paid | 113.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 10 |
| Los Trades | 9 |
| Win Rate, % | 52.63 |
| Expectancy per trade | 78.4389 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.00 |
| Position max, % of margin balance | 156.95 |
| Max Drawdown | 1458.81 |
| Max Drawdown, % | 40.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7054 |
| Recovery Factor (Total PnL / Max DD) | 0.9788 |
| Sharpe ratio (monthly) | 0.9672 |
| Sortino ratio (monthly) | 1.9955 |
| CAGR, % | 44.39 |
| Calmar ratio (CAGR / Max DD%) | 1.1082 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1490.34 | Fee: 24.27 | Vol: 67501.83
Realized PnL by Symbol
Details
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