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
1526.38
Total PnL
526.38 (52.64%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
1175.46 (69.78%)
Total Fees
18.49
Position avg (max), %
92.57 (209.68)
Profit Factor
1.37
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% | -21.69% | -12.78% | -11.06% | -33.09% | 36.04% | 6.42% | -3.04% | 14.31% | -11.47% | -13.58% |
| 2025 | -1.21% | 17.23% | 15.22% | 1.12% | 4.91% | -31.55% | 8.20% | 22.37% | -3.43% | 4.41% | 11.66% | -5.15% | 37.02% |
| 2026 | 21.94% | 13.36% | -12.92% | 0.14% | 6.99% | 0.00% | — | — | — | — | — | — | 28.97% |
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 | 1526.38 |
| Min balance | 509.09 |
| Max balance | 1719.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.42 |
| Average monthly return (arithmetic), % | 2.86 |
| Best month, % | 45.48 |
| Worst month, % | -33.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 526.38 |
| Total PnL, % | 52.64 |
| Gross profit | 2112.54 |
| Gross loss | 1538.44 |
| Trading volume (USDT) | 51424.17 |
| Total transactions (buy/sell) | 27 |
| Total fees | 18.49 |
| Funding net | -29.23 |
| Funding accrued (received) | 43.90 |
| Funding paid | 73.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 22.9642 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.57 |
| Position max, % of margin balance | 209.68 |
| Max Drawdown | 1175.46 |
| Max Drawdown, % | 69.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3732 |
| Recovery Factor (Total PnL / Max DD) | 0.4478 |
| Sharpe ratio (monthly) | 0.5832 |
| Sortino ratio (monthly) | 0.9557 |
| CAGR, % | 19.14 |
| Calmar ratio (CAGR / Max DD%) | 0.2743 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 574.10 | Fee: 18.49 | Vol: 51424.17
Realized PnL by Symbol
Details
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