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
1108.30
Total PnL
108.30 (10.83%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
1182.75 (70.24%)
Total Fees
16.05
Position avg (max), %
94.33 (212.97)
Profit Factor
1.10
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% | -22.18% | -12.86% | -11.15% | -33.38% | 36.52% | -0.77% | -3.07% | 10.34% | -11.98% | -23.41% |
| 2025 | -6.42% | 12.58% | 16.26% | 1.18% | 4.63% | -32.20% | 8.28% | 22.25% | -4.34% | 4.43% | 11.72% | -7.76% | 19.79% |
| 2026 | 17.00% | 14.75% | -13.79% | -2.66% | 7.28% | 0.00% | — | — | — | — | — | — | 20.88% |
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 | 1108.30 |
| Min balance | 501.21 |
| Max balance | 1683.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.35 |
| Average monthly return (arithmetic), % | 1.78 |
| Best month, % | 45.51 |
| Worst month, % | -33.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 108.30 |
| Total PnL, % | 10.83 |
| Gross profit | 1653.41 |
| Gross loss | 1504.35 |
| Trading volume (USDT) | 44622.92 |
| Total transactions (buy/sell) | 27 |
| Total fees | 16.05 |
| Funding net | -24.72 |
| Funding accrued (received) | 39.11 |
| Funding paid | 63.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 5.9627 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.33 |
| Position max, % of margin balance | 212.97 |
| Max Drawdown | 1182.75 |
| Max Drawdown, % | 70.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0991 |
| Recovery Factor (Total PnL / Max DD) | 0.0916 |
| Sharpe ratio (monthly) | 0.3635 |
| Sortino ratio (monthly) | 0.5770 |
| CAGR, % | 4.35 |
| Calmar ratio (CAGR / Max DD%) | 0.0619 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 149.07 | Fee: 16.05 | Vol: 44622.92
Realized PnL by Symbol
Details
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