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
1320.25
Total PnL
320.25 (32.02%)
Total Trades (Win/Los)
29 (12/17)
Win Rate
41.38%
Max Drawdown
1195.08 (70.94%)
Total Fees
20.22
Position avg (max), %
95.09 (203.54)
Profit Factor
1.21
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 | -5.34% | 45.48% | 8.68% | -37.35% | -0.45% | -9.91% | -30.77% | 35.16% | 6.45% | -3.09% | 14.47% | -11.63% | -17.90% |
| 2025 | -1.23% | 17.30% | 15.13% | 1.11% | 4.99% | -24.36% | 10.09% | 22.34% | -3.42% | -25.70% | 27.62% | -6.22% | 23.88% |
| 2026 | 22.08% | 13.55% | -12.97% | 0.65% | 6.96% | 0.00% | — | — | — | — | — | — | 29.88% |
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 | 1320.25 |
| Min balance | 489.47 |
| Max balance | 1684.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.93 |
| Average monthly return (arithmetic), % | 2.65 |
| Best month, % | 45.48 |
| Worst month, % | -37.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 320.25 |
| Total PnL, % | 32.02 |
| Gross profit | 2083.52 |
| Gross loss | 1719.00 |
| Trading volume (USDT) | 56209.35 |
| Total transactions (buy/sell) | 31 |
| Total fees | 20.22 |
| Funding net | -24.05 |
| Funding accrued (received) | 44.31 |
| Funding paid | 68.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 12 |
| Los Trades | 17 |
| Win Rate, % | 41.38 |
| Expectancy per trade | 12.5695 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.09 |
| Position max, % of margin balance | 203.54 |
| Max Drawdown | 1195.08 |
| Max Drawdown, % | 70.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2121 |
| Recovery Factor (Total PnL / Max DD) | 0.2680 |
| Sharpe ratio (monthly) | 0.4998 |
| Sortino ratio (monthly) | 0.7874 |
| CAGR, % | 12.19 |
| Calmar ratio (CAGR / Max DD%) | 0.1719 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 364.51 | Fee: 20.22 | Vol: 56209.35
Realized PnL by Symbol
Details
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