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
2489.50
Total PnL
1489.50 (148.95%)
Total Trades (Win/Los)
17 (11/6)
Win Rate
64.71%
Max Drawdown
926.49 (55.02%)
Total Fees
16.24
Position avg (max), %
87.26 (201.99)
Profit Factor
2.48
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 | -5.40% | 45.51% | 8.68% | -8.43% | 3.38% | -9.43% | -29.86% | 34.93% | -0.68% | -3.14% | 10.19% | -12.00% | 13.24% |
| 2025 | -13.57% | 31.80% | 9.51% | 0.73% | 7.88% | -8.60% | 13.87% | 21.57% | -4.17% | 4.57% | 12.06% | -9.85% | 73.62% |
| 2026 | 5.96% | 17.57% | -10.57% | 5.54% | 7.73% | 0.00% | — | — | — | — | — | — | 26.69% |
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 | 2489.50 |
| Min balance | 757.48 |
| Max balance | 2605.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.09 |
| Average monthly return (arithmetic), % | 4.19 |
| Best month, % | 45.51 |
| Worst month, % | -29.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1489.50 |
| Total PnL, % | 148.95 |
| Gross profit | 2600.30 |
| Gross loss | 1048.87 |
| Trading volume (USDT) | 45194.74 |
| Total transactions (buy/sell) | 19 |
| Total fees | 16.24 |
| Funding net | -45.69 |
| Funding accrued (received) | 55.07 |
| Funding paid | 100.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 11 |
| Los Trades | 6 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 91.2607 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.26 |
| Position max, % of margin balance | 201.99 |
| Max Drawdown | 926.49 |
| Max Drawdown, % | 55.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4791 |
| Recovery Factor (Total PnL / Max DD) | 1.6077 |
| Sharpe ratio (monthly) | 0.9444 |
| Sortino ratio (monthly) | 1.9189 |
| CAGR, % | 45.89 |
| Calmar ratio (CAGR / Max DD%) | 0.8341 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1551.43 | Fee: 16.24 | Vol: 45194.74
Realized PnL by Symbol
Details
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