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
1484.03
Total PnL
484.03 (48.40%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
1175.46 (69.78%)
Total Fees
18.47
Position avg (max), %
92.76 (209.68)
Profit Factor
1.34
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% | -31.73% | 8.22% | 22.43% | -3.43% | 4.42% | 11.69% | -5.16% | 36.77% |
| 2026 | 21.98% | 13.38% | -12.93% | -2.53% | 7.04% | 0.00% | — | — | — | — | — | — | 25.63% |
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 | 1484.03 |
| Min balance | 509.09 |
| Max balance | 1716.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.33 |
| Average monthly return (arithmetic), % | 2.77 |
| Best month, % | 45.48 |
| Worst month, % | -33.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 484.03 |
| Total PnL, % | 48.40 |
| Gross profit | 2088.96 |
| Gross loss | 1557.76 |
| Trading volume (USDT) | 51362.37 |
| Total transactions (buy/sell) | 27 |
| Total fees | 18.47 |
| Funding net | -28.70 |
| Funding accrued (received) | 44.14 |
| Funding paid | 72.84 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 21.2479 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.76 |
| 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) | 1.3410 |
| Recovery Factor (Total PnL / Max DD) | 0.4118 |
| Sharpe ratio (monthly) | 0.5638 |
| Sortino ratio (monthly) | 0.9233 |
| CAGR, % | 17.76 |
| Calmar ratio (CAGR / Max DD%) | 0.2545 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 531.20 | Fee: 18.47 | Vol: 51362.37
Realized PnL by Symbol
Details
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