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
3008.17
Total PnL
2008.17 (200.82%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
742.98 (44.12%)
Total Fees
17.74
Position avg (max), %
80.36 (145.97)
Profit Factor
2.85
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% | -6.70% | -9.92% | -7.65% | 25.43% | -2.13% | -2.90% | 10.33% | -16.01% | 17.47% |
| 2025 | 1.28% | 27.06% | 8.40% | 0.66% | 5.91% | -8.65% | 13.25% | 21.31% | -4.14% | 4.49% | 11.87% | 0.39% | 109.95% |
| 2026 | -0.33% | 16.30% | -7.11% | 5.27% | 7.66% | 0.00% | — | — | — | — | — | — | 22.04% |
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 | 3008.17 |
| Min balance | 900.59 |
| Max balance | 3053.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.74 |
| Average monthly return (arithmetic), % | 4.48 |
| Best month, % | 45.51 |
| Worst month, % | -16.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2008.17 |
| Total PnL, % | 200.82 |
| Gross profit | 3164.96 |
| Gross loss | 1112.10 |
| Trading volume (USDT) | 49375.19 |
| Total transactions (buy/sell) | 19 |
| Total fees | 17.74 |
| Funding net | -26.95 |
| Funding accrued (received) | 66.36 |
| Funding paid | 93.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 120.7562 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.36 |
| Position max, % of margin balance | 145.97 |
| Max Drawdown | 742.98 |
| Max Drawdown, % | 44.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8459 |
| Recovery Factor (Total PnL / Max DD) | 2.7028 |
| Sharpe ratio (monthly) | 1.2034 |
| Sortino ratio (monthly) | 3.1837 |
| CAGR, % | 57.79 |
| Calmar ratio (CAGR / Max DD%) | 1.3097 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2052.86 | Fee: 17.74 | Vol: 49375.19
Realized PnL by Symbol
Details
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