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
1259.88
Total PnL
259.88 (25.99%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
1175.46 (69.80%)
Total Fees
16.99
Position avg (max), %
93.65 (209.92)
Profit Factor
1.20
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 | -5.40% | 45.51% | 8.68% | -21.70% | -12.78% | -11.07% | -33.11% | 36.08% | 4.65% | -3.10% | 10.02% | -11.71% | -18.54% |
| 2025 | -6.29% | 14.39% | 15.99% | 1.17% | 4.89% | -31.80% | 8.19% | 22.15% | -4.32% | 4.42% | 11.68% | -5.09% | 25.91% |
| 2026 | 18.73% | 14.22% | -13.16% | -2.51% | 7.05% | 0.00% | — | — | — | — | — | — | 22.90% |
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 | 1259.88 |
| Min balance | 508.50 |
| Max balance | 1683.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.77 |
| Average monthly return (arithmetic), % | 2.19 |
| Best month, % | 45.51 |
| Worst month, % | -33.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 259.88 |
| Total PnL, % | 25.99 |
| Gross profit | 1808.72 |
| Gross loss | 1505.36 |
| Trading volume (USDT) | 47244.33 |
| Total transactions (buy/sell) | 27 |
| Total fees | 16.99 |
| Funding net | -26.49 |
| Funding accrued (received) | 41.05 |
| Funding paid | 67.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 12.1342 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.65 |
| Position max, % of margin balance | 209.92 |
| Max Drawdown | 1175.46 |
| Max Drawdown, % | 69.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2015 |
| Recovery Factor (Total PnL / Max DD) | 0.2211 |
| Sharpe ratio (monthly) | 0.4502 |
| Sortino ratio (monthly) | 0.7235 |
| CAGR, % | 10.04 |
| Calmar ratio (CAGR / Max DD%) | 0.1438 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 303.35 | Fee: 16.99 | Vol: 47244.33
Realized PnL by Symbol
Details
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