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
2907.71
Total PnL
1907.71 (190.77%)
Total Trades (Win/Los)
38 (13/25)
Win Rate
34.21%
Max Drawdown
852.24 (54.91%)
Total Fees
39.23
Position avg (max), %
92.14 (177.99)
Profit Factor
1.93
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 | -18.60% | 52.89% | 9.60% | -14.96% | 5.38% | -9.81% | -26.03% | 31.37% | 7.98% | -14.55% | 31.31% | -10.70% | 15.91% |
| 2025 | -1.61% | 20.06% | 14.83% | 1.09% | 10.48% | -23.86% | 38.88% | 18.92% | -1.05% | -8.33% | 21.70% | -15.22% | 78.31% |
| 2026 | 8.42% | 13.47% | -1.05% | 1.74% | 13.66% | 0.00% | — | — | — | — | — | — | 40.75% |
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 | 2907.71 |
| Min balance | 699.69 |
| Max balance | 2947.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.62 |
| Average monthly return (arithmetic), % | 5.20 |
| Best month, % | 52.89 |
| Worst month, % | -26.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1907.71 |
| Total PnL, % | 190.77 |
| Gross profit | 4087.55 |
| Gross loss | 2118.16 |
| Trading volume (USDT) | 109062.85 |
| Total transactions (buy/sell) | 40 |
| Total fees | 39.23 |
| Funding net | -22.45 |
| Funding accrued (received) | 74.82 |
| Funding paid | 97.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 13 |
| Los Trades | 25 |
| Win Rate, % | 34.21 |
| Expectancy per trade | 51.8261 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.14 |
| Position max, % of margin balance | 177.99 |
| Max Drawdown | 852.24 |
| Max Drawdown, % | 54.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9298 |
| Recovery Factor (Total PnL / Max DD) | 2.2385 |
| Sharpe ratio (monthly) | 0.9772 |
| Sortino ratio (monthly) | 1.9560 |
| CAGR, % | 55.58 |
| Calmar ratio (CAGR / Max DD%) | 1.0122 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1969.39 | Fee: 39.23 | Vol: 109062.85
Realized PnL by Symbol
Details
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