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
3156.16
Total PnL
2156.16 (215.62%)
Total Trades (Win/Los)
108 (12/96)
Win Rate
11.11%
Max Drawdown
798.06 (28.46%)
Total Fees
161.11
Position avg (max), %
85.71 (141.34)
Profit Factor
2.10
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 | -5.00% | 27.11% | 9.41% | 2.16% | 7.72% | -8.72% | -20.56% | 18.75% | 7.89% | -29.34% | 31.25% | -10.47% | 12.15% |
| 2025 | -7.22% | 36.10% | 10.46% | 0.80% | 11.94% | -21.18% | 30.52% | 18.60% | -3.75% | 1.87% | 18.52% | -3.87% | 114.54% |
| 2026 | 2.31% | 14.87% | 3.97% | 5.10% | 2.19% | 0.00% | — | — | — | — | — | — | 31.24% |
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 | 3156.16 |
| Min balance | 858.95 |
| Max balance | 3310.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.91 |
| Average monthly return (arithmetic), % | 5.05 |
| Best month, % | 36.10 |
| Worst month, % | -29.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2156.16 |
| Total PnL, % | 215.62 |
| Gross profit | 4458.00 |
| Gross loss | 2124.25 |
| Trading volume (USDT) | 447582.62 |
| Total transactions (buy/sell) | 109 |
| Total fees | 161.11 |
| Funding net | -16.48 |
| Funding accrued (received) | 77.36 |
| Funding paid | 93.84 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 108 |
| Win Trades | 12 |
| Los Trades | 96 |
| Win Rate, % | 11.11 |
| Expectancy per trade | 21.6088 |
| Max consecutive wins | 2 |
| Max consecutive losses | 48 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.71 |
| Position max, % of margin balance | 141.34 |
| Max Drawdown | 798.06 |
| Max Drawdown, % | 28.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0986 |
| Recovery Factor (Total PnL / Max DD) | 2.7018 |
| Sharpe ratio (monthly) | 1.1456 |
| Sortino ratio (monthly) | 2.1291 |
| CAGR, % | 60.96 |
| Calmar ratio (CAGR / Max DD%) | 2.1417 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2333.75 | Fee: 161.11 | Vol: 447582.62
Realized PnL by Symbol
Details
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