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
3290.52
Total PnL
2290.52 (229.05%)
Total Trades (Win/Los)
15 (11/4)
Win Rate
73.33%
Max Drawdown
871.55 (51.76%)
Total Fees
16.89
Position avg (max), %
79.97 (144.53)
Profit Factor
3.42
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% | -15.44% | -11.55% | -10.41% | -8.06% | 26.17% | -2.18% | -2.93% | 38.30% | -12.73% | 33.27% |
| 2025 | 1.28% | 27.04% | 8.39% | 0.66% | 2.56% | -8.73% | 13.26% | 21.46% | -4.17% | 4.50% | 11.89% | 0.39% | 103.33% |
| 2026 | -0.86% | 16.21% | -7.10% | 5.32% | 7.78% | 0.00% | — | — | — | — | — | — | 21.50% |
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 | 3290.52 |
| Min balance | 812.41 |
| Max balance | 3340.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.05 |
| Average monthly return (arithmetic), % | 4.99 |
| Best month, % | 45.51 |
| Worst month, % | -15.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2290.52 |
| Total PnL, % | 229.05 |
| Gross profit | 3300.05 |
| Gross loss | 966.18 |
| Trading volume (USDT) | 47019.21 |
| Total transactions (buy/sell) | 17 |
| Total fees | 16.89 |
| Funding net | -26.46 |
| Funding accrued (received) | 70.17 |
| Funding paid | 96.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 11 |
| Los Trades | 4 |
| Win Rate, % | 73.33 |
| Expectancy per trade | 155.5915 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.97 |
| Position max, % of margin balance | 144.53 |
| Max Drawdown | 871.55 |
| Max Drawdown, % | 51.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4156 |
| Recovery Factor (Total PnL / Max DD) | 2.6281 |
| Sharpe ratio (monthly) | 1.1842 |
| Sortino ratio (monthly) | 3.1687 |
| CAGR, % | 63.76 |
| Calmar ratio (CAGR / Max DD%) | 1.2319 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2333.87 | Fee: 16.89 | Vol: 47019.21
Realized PnL by Symbol
Details
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