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
2542.38
Total PnL
1542.38 (154.24%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
962.72 (57.17%)
Total Fees
15.69
Position avg (max), %
87.31 (212.13)
Profit Factor
2.63
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% | -32.68% | 36.40% | -2.81% | -3.23% | 9.91% | -12.04% | 7.09% |
| 2025 | -13.53% | 31.29% | 9.40% | 0.73% | 8.22% | -8.69% | 13.76% | 21.53% | -4.18% | 4.49% | 11.86% | -10.93% | 70.49% |
| 2026 | 14.17% | 15.43% | -6.90% | 5.36% | 7.77% | 0.00% | — | — | — | — | — | — | 39.32% |
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 | 2542.38 |
| Min balance | 721.25 |
| Max balance | 2581.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.16 |
| Average monthly return (arithmetic), % | 4.32 |
| Best month, % | 45.51 |
| Worst month, % | -32.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1542.38 |
| Total PnL, % | 154.24 |
| Gross profit | 2582.50 |
| Gross loss | 982.30 |
| Trading volume (USDT) | 43663.19 |
| Total transactions (buy/sell) | 19 |
| Total fees | 15.69 |
| Funding net | -42.13 |
| Funding accrued (received) | 53.97 |
| Funding paid | 96.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 94.1292 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.31 |
| Position max, % of margin balance | 212.13 |
| Max Drawdown | 962.72 |
| Max Drawdown, % | 57.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.6290 |
| Recovery Factor (Total PnL / Max DD) | 1.6021 |
| Sharpe ratio (monthly) | 0.9557 |
| Sortino ratio (monthly) | 1.8995 |
| CAGR, % | 47.17 |
| Calmar ratio (CAGR / Max DD%) | 0.8251 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1600.20 | Fee: 15.69 | Vol: 43663.19
Realized PnL by Symbol
Details
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