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
1766.50
Total PnL
766.50 (76.65%)
Total Trades (Win/Los)
31 (12/19)
Win Rate
38.71%
Max Drawdown
1193.41 (69.51%)
Total Fees
23.76
Position avg (max), %
93.92 (203.94)
Profit Factor
1.47
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 | -3.91% | 45.90% | 8.73% | -34.20% | -0.33% | -9.94% | -30.84% | 35.22% | 6.46% | -3.09% | 22.25% | -11.27% | -5.78% |
| 2025 | -7.44% | 14.72% | 14.80% | 1.09% | 5.67% | -24.28% | 19.11% | 21.37% | -1.64% | -18.14% | 24.11% | -6.01% | 33.89% |
| 2026 | 22.69% | 13.43% | -9.34% | 0.65% | 10.33% | 0.00% | — | — | — | — | — | — | 40.10% |
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 | 1766.50 |
| Min balance | 523.40 |
| Max balance | 1886.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.92 |
| Average monthly return (arithmetic), % | 3.54 |
| Best month, % | 45.90 |
| Worst month, % | -34.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 766.50 |
| Total PnL, % | 76.65 |
| Gross profit | 2539.39 |
| Gross loss | 1723.50 |
| Trading volume (USDT) | 66059.63 |
| Total transactions (buy/sell) | 33 |
| Total fees | 23.76 |
| Funding net | -25.64 |
| Funding accrued (received) | 50.17 |
| Funding paid | 75.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 12 |
| Los Trades | 19 |
| Win Rate, % | 38.71 |
| Expectancy per trade | 26.3191 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.92 |
| Position max, % of margin balance | 203.94 |
| Max Drawdown | 1193.41 |
| Max Drawdown, % | 69.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4734 |
| Recovery Factor (Total PnL / Max DD) | 0.6423 |
| Sharpe ratio (monthly) | 0.6802 |
| Sortino ratio (monthly) | 1.1389 |
| CAGR, % | 26.57 |
| Calmar ratio (CAGR / Max DD%) | 0.3822 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 815.89 | Fee: 23.76 | Vol: 66059.63
Realized PnL by Symbol
Details
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