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
1429.67
Total PnL
429.67 (42.97%)
Total Trades (Win/Los)
23 (12/11)
Win Rate
52.17%
Max Drawdown
950.29 (56.43%)
Total Fees
18.62
Position avg (max), %
92.56 (201.99)
Profit Factor
1.31
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% | -8.43% | 3.38% | -9.43% | -29.86% | 34.93% | -0.68% | -3.14% | 10.19% | -12.00% | 13.24% |
| 2025 | -13.57% | 13.56% | 16.37% | 1.19% | 4.60% | -32.90% | 8.39% | 22.39% | -4.39% | 4.32% | 11.44% | -9.83% | 7.88% |
| 2026 | 14.52% | 15.21% | -14.86% | -2.63% | 7.05% | 0.00% | — | — | — | — | — | — | 17.09% |
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 | 1429.67 |
| Min balance | 733.68 |
| Max balance | 1702.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.20 |
| Average monthly return (arithmetic), % | 2.49 |
| Best month, % | 45.51 |
| Worst month, % | -32.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 429.67 |
| Total PnL, % | 42.97 |
| Gross profit | 2048.58 |
| Gross loss | 1569.59 |
| Trading volume (USDT) | 51766.54 |
| Total transactions (buy/sell) | 25 |
| Total fees | 18.62 |
| Funding net | -30.70 |
| Funding accrued (received) | 50.94 |
| Funding paid | 81.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 12 |
| Los Trades | 11 |
| Win Rate, % | 52.17 |
| Expectancy per trade | 20.8254 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.56 |
| Position max, % of margin balance | 201.99 |
| Max Drawdown | 950.29 |
| Max Drawdown, % | 56.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3052 |
| Recovery Factor (Total PnL / Max DD) | 0.4521 |
| Sharpe ratio (monthly) | 0.5335 |
| Sortino ratio (monthly) | 0.8851 |
| CAGR, % | 15.95 |
| Calmar ratio (CAGR / Max DD%) | 0.2827 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 478.98 | Fee: 18.62 | Vol: 51766.54
Realized PnL by Symbol
Details
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