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
1507.83
Total PnL
507.83 (50.78%)
Total Trades (Win/Los)
23 (11/12)
Win Rate
47.83%
Max Drawdown
1106.51 (65.69%)
Total Fees
17.45
Position avg (max), %
91.46 (203.13)
Profit Factor
1.33
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 | -5.34% | 45.48% | 8.68% | -26.90% | -0.89% | -9.48% | -29.98% | 35.10% | 6.44% | -3.09% | 14.77% | -11.59% | -2.81% |
| 2025 | -1.22% | 25.71% | 8.06% | 0.63% | 9.02% | -31.25% | 9.50% | 22.58% | -3.45% | -26.09% | 27.68% | -6.24% | 16.06% |
| 2026 | 13.09% | 15.51% | -9.77% | 5.37% | 7.68% | 0.00% | — | — | — | — | — | — | 33.75% |
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 | 1507.83 |
| Min balance | 578.04 |
| Max balance | 1684.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.38 |
| Average monthly return (arithmetic), % | 3.00 |
| Best month, % | 45.48 |
| Worst month, % | -31.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 507.83 |
| Total PnL, % | 50.78 |
| Gross profit | 2217.72 |
| Gross loss | 1666.44 |
| Trading volume (USDT) | 48522.34 |
| Total transactions (buy/sell) | 25 |
| Total fees | 17.45 |
| Funding net | -26.00 |
| Funding accrued (received) | 47.18 |
| Funding paid | 73.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 11 |
| Los Trades | 12 |
| Win Rate, % | 47.83 |
| Expectancy per trade | 23.9686 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.46 |
| Position max, % of margin balance | 203.13 |
| Max Drawdown | 1106.51 |
| Max Drawdown, % | 65.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3308 |
| Recovery Factor (Total PnL / Max DD) | 0.4590 |
| Sharpe ratio (monthly) | 0.5773 |
| Sortino ratio (monthly) | 0.9374 |
| CAGR, % | 18.54 |
| Calmar ratio (CAGR / Max DD%) | 0.2822 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 551.28 | Fee: 17.45 | Vol: 48522.34
Realized PnL by Symbol
Details
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