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
1204.29
Total PnL
204.29 (20.43%)
Total Trades (Win/Los)
31 (12/19)
Win Rate
38.71%
Max Drawdown
1206.71 (70.65%)
Total Fees
20.28
Position avg (max), %
95.30 (198.69)
Profit Factor
1.15
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 | -4.78% | 46.32% | 8.78% | -36.77% | -0.39% | -10.05% | -30.81% | 34.45% | 6.36% | -3.05% | 14.26% | -11.48% | -16.70% |
| 2025 | -8.13% | 10.68% | 14.99% | 1.10% | 5.20% | -24.18% | 9.20% | 22.06% | -3.39% | -22.62% | 26.66% | -6.20% | 11.62% |
| 2026 | 22.05% | 13.52% | -13.02% | 0.63% | 6.86% | 0.00% | — | — | — | — | — | — | 29.60% |
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 | 1204.29 |
| Min balance | 501.42 |
| Max balance | 1708.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.62 |
| Average monthly return (arithmetic), % | 2.27 |
| Best month, % | 46.32 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 204.29 |
| Total PnL, % | 20.43 |
| Gross profit | 1946.37 |
| Gross loss | 1698.28 |
| Trading volume (USDT) | 56371.73 |
| Total transactions (buy/sell) | 33 |
| Total fees | 20.28 |
| Funding net | -23.52 |
| Funding accrued (received) | 41.99 |
| Funding paid | 65.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 12 |
| Los Trades | 19 |
| Win Rate, % | 38.71 |
| Expectancy per trade | 8.0030 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.30 |
| Position max, % of margin balance | 198.69 |
| Max Drawdown | 1206.71 |
| Max Drawdown, % | 70.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1461 |
| Recovery Factor (Total PnL / Max DD) | 0.1693 |
| Sharpe ratio (monthly) | 0.4357 |
| Sortino ratio (monthly) | 0.6869 |
| CAGR, % | 8.00 |
| Calmar ratio (CAGR / Max DD%) | 0.1133 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 248.09 | Fee: 20.28 | Vol: 56371.73
Realized PnL by Symbol
Details
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