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
2456.94
Total PnL
1456.94 (145.69%)
Total Trades (Win/Los)
114 (14/100)
Win Rate
12.28%
Max Drawdown
837.67 (55.21%)
Total Fees
134.00
Position avg (max), %
91.04 (173.53)
Profit Factor
1.74
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 | -3.54% | 26.19% | 9.58% | -4.50% | 7.88% | -9.72% | -31.53% | 18.21% | 7.92% | -32.04% | 30.97% | -10.40% | -13.59% |
| 2025 | -6.09% | 22.78% | 14.44% | 1.07% | 11.74% | -14.62% | 40.65% | 18.79% | 0.85% | -6.35% | 21.04% | -4.99% | 130.88% |
| 2026 | 12.42% | 13.23% | -4.97% | -1.88% | 3.80% | 0.00% | — | — | — | — | — | — | 23.21% |
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 | 2456.94 |
| Min balance | 679.48 |
| Max balance | 2756.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.04 |
| Average monthly return (arithmetic), % | 4.36 |
| Best month, % | 40.65 |
| Worst month, % | -32.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1456.94 |
| Total PnL, % | 145.69 |
| Gross profit | 3813.39 |
| Gross loss | 2197.74 |
| Trading volume (USDT) | 372263.37 |
| Total transactions (buy/sell) | 115 |
| Total fees | 134.00 |
| Funding net | -24.71 |
| Funding accrued (received) | 65.01 |
| Funding paid | 89.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 114 |
| Win Trades | 14 |
| Los Trades | 100 |
| Win Rate, % | 12.28 |
| Expectancy per trade | 14.1724 |
| Max consecutive wins | 2 |
| Max consecutive losses | 44 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.04 |
| Position max, % of margin balance | 173.53 |
| Max Drawdown | 837.67 |
| Max Drawdown, % | 55.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7351 |
| Recovery Factor (Total PnL / Max DD) | 1.7393 |
| Sharpe ratio (monthly) | 0.9327 |
| Sortino ratio (monthly) | 1.6238 |
| CAGR, % | 45.10 |
| Calmar ratio (CAGR / Max DD%) | 0.8168 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1615.65 | Fee: 134.00 | Vol: 372263.37
Realized PnL by Symbol
Details
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