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
2161.99
Total PnL
1161.99 (116.20%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
978.15 (59.77%)
Total Fees
20.56
Position avg (max), %
88.35 (199.94)
Profit Factor
1.80
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 | -8.33% | 45.82% | 8.72% | -15.04% | -0.63% | -9.49% | -29.67% | 34.63% | 6.38% | -24.41% | 20.54% | -11.36% | -9.67% |
| 2025 | -0.48% | 25.07% | 7.90% | 0.62% | 9.57% | -18.51% | 19.05% | 20.31% | -1.49% | -13.42% | 22.20% | -5.75% | 69.77% |
| 2026 | 13.92% | 15.01% | -7.53% | 5.46% | 10.41% | 0.00% | — | — | — | — | — | — | 41.07% |
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 | 2161.99 |
| Min balance | 658.45 |
| Max balance | 2193.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.61 |
| Average monthly return (arithmetic), % | 3.98 |
| Best month, % | 45.82 |
| Worst month, % | -29.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1161.99 |
| Total PnL, % | 116.20 |
| Gross profit | 2719.78 |
| Gross loss | 1514.59 |
| Trading volume (USDT) | 57190.27 |
| Total transactions (buy/sell) | 27 |
| Total fees | 20.56 |
| Funding net | -22.62 |
| Funding accrued (received) | 55.13 |
| Funding paid | 77.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 48.2072 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.35 |
| Position max, % of margin balance | 199.94 |
| Max Drawdown | 978.15 |
| Max Drawdown, % | 59.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7957 |
| Recovery Factor (Total PnL / Max DD) | 1.1880 |
| Sharpe ratio (monthly) | 0.8160 |
| Sortino ratio (monthly) | 1.4802 |
| CAGR, % | 37.61 |
| Calmar ratio (CAGR / Max DD%) | 0.6294 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1205.18 | Fee: 20.56 | Vol: 57190.27
Realized PnL by Symbol
Details
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