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
1916.69
Total PnL
916.69 (91.67%)
Total Trades (Win/Los)
23 (11/12)
Win Rate
47.83%
Max Drawdown
1093.47 (64.02%)
Total Fees
19.38
Position avg (max), %
90.28 (202.61)
Profit Factor
1.60
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 | -4.78% | 46.32% | 8.78% | -23.33% | -0.75% | -9.51% | -30.01% | 35.02% | 6.43% | -3.08% | 14.51% | -11.59% | 3.00% |
| 2025 | -1.22% | 25.32% | 7.97% | 0.62% | 8.92% | -24.37% | 9.65% | 22.14% | -1.93% | -18.51% | 24.20% | -5.98% | 38.47% |
| 2026 | 13.78% | 14.94% | -9.61% | 5.42% | 7.90% | 0.00% | — | — | — | — | — | — | 34.47% |
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 | 1916.69 |
| Min balance | 614.66 |
| Max balance | 1968.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.19 |
| Average monthly return (arithmetic), % | 3.58 |
| Best month, % | 46.32 |
| Worst month, % | -30.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 916.69 |
| Total PnL, % | 91.67 |
| Gross profit | 2565.14 |
| Gross loss | 1599.73 |
| Trading volume (USDT) | 53904.64 |
| Total transactions (buy/sell) | 25 |
| Total fees | 19.38 |
| Funding net | -29.34 |
| Funding accrued (received) | 52.40 |
| Funding paid | 81.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 11 |
| Los Trades | 12 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 41.9745 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.28 |
| Position max, % of margin balance | 202.61 |
| Max Drawdown | 1093.47 |
| Max Drawdown, % | 64.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6035 |
| Recovery Factor (Total PnL / Max DD) | 0.8383 |
| Sharpe ratio (monthly) | 0.7338 |
| Sortino ratio (monthly) | 1.2885 |
| CAGR, % | 30.92 |
| Calmar ratio (CAGR / Max DD%) | 0.4830 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 965.41 | Fee: 19.38 | Vol: 53904.64
Realized PnL by Symbol
Details
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