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
1776.14
Total PnL
776.14 (77.61%)
Total Trades (Win/Los)
23 (11/12)
Win Rate
47.83%
Max Drawdown
1103.15 (64.58%)
Total Fees
18.85
Position avg (max), %
91.08 (199.97)
Profit Factor
1.50
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% | -25.00% | -0.81% | -9.42% | -29.74% | 34.64% | 6.38% | -3.06% | 14.34% | -11.52% | 0.78% |
| 2025 | -1.21% | 25.87% | 8.10% | 0.63% | 8.76% | -24.40% | 9.82% | 22.50% | -3.47% | -23.32% | 26.48% | -6.22% | 31.37% |
| 2026 | 13.31% | 15.50% | -9.84% | 5.49% | 7.84% | 0.00% | — | — | — | — | — | — | 34.23% |
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 | 1776.14 |
| Min balance | 604.99 |
| Max balance | 1831.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.94 |
| Average monthly return (arithmetic), % | 3.40 |
| Best month, % | 46.32 |
| Worst month, % | -29.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 776.14 |
| Total PnL, % | 77.61 |
| Gross profit | 2458.26 |
| Gross loss | 1634.47 |
| Trading volume (USDT) | 52424.18 |
| Total transactions (buy/sell) | 25 |
| Total fees | 18.85 |
| Funding net | -28.80 |
| Funding accrued (received) | 51.08 |
| Funding paid | 79.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 11 |
| Los Trades | 12 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 35.8170 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.08 |
| Position max, % of margin balance | 199.97 |
| Max Drawdown | 1103.15 |
| Max Drawdown, % | 64.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5040 |
| Recovery Factor (Total PnL / Max DD) | 0.7036 |
| Sharpe ratio (monthly) | 0.6798 |
| Sortino ratio (monthly) | 1.1672 |
| CAGR, % | 26.86 |
| Calmar ratio (CAGR / Max DD%) | 0.4158 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 823.79 | Fee: 18.85 | Vol: 52424.18
Realized PnL by Symbol
Details
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