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
1603.44
Total PnL
603.44 (60.34%)
Total Trades (Win/Los)
15 (10/5)
Win Rate
66.67%
Max Drawdown
1167.45 (69.33%)
Total Fees
9.97
Position avg (max), %
84.41 (254.88)
Profit Factor
1.74
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% | -15.44% | -11.55% | -10.41% | -36.26% | 42.33% | -10.66% | -3.30% | 8.35% | -11.79% | -24.92% |
| 2025 | -13.34% | 31.34% | 9.41% | 0.73% | 1.65% | -8.75% | 12.83% | 21.25% | -4.15% | 4.40% | 11.63% | 0.38% | 78.49% |
| 2026 | 6.36% | 5.55% | -5.98% | 5.25% | 7.75% | 0.00% | — | — | — | — | — | — | 19.71% |
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 | 1603.44 |
| Min balance | 516.52 |
| Max balance | 1683.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.59 |
| Average monthly return (arithmetic), % | 2.88 |
| Best month, % | 45.51 |
| Worst month, % | -36.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 603.44 |
| Total PnL, % | 60.34 |
| Gross profit | 1492.92 |
| Gross loss | 856.72 |
| Trading volume (USDT) | 27754.42 |
| Total transactions (buy/sell) | 17 |
| Total fees | 9.97 |
| Funding net | -22.79 |
| Funding accrued (received) | 39.98 |
| Funding paid | 62.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 10 |
| Los Trades | 5 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 42.4132 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.41 |
| Position max, % of margin balance | 254.88 |
| Max Drawdown | 1167.45 |
| Max Drawdown, % | 69.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7426 |
| Recovery Factor (Total PnL / Max DD) | 0.5169 |
| Sharpe ratio (monthly) | 0.6048 |
| Sortino ratio (monthly) | 1.1162 |
| CAGR, % | 21.59 |
| Calmar ratio (CAGR / Max DD%) | 0.3115 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 636.20 | Fee: 9.97 | Vol: 27754.42
Realized PnL by Symbol
Details
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