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
3077.02
Total PnL
2077.02 (207.70%)
Total Trades (Win/Los)
42 (11/31)
Win Rate
26.19%
Max Drawdown
1085.27 (59.39%)
Total Fees
37.52
Position avg (max), %
83.19 (170.32)
Profit Factor
2.18
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 | 1.74% | 46.44% | 8.80% | 0.68% | 5.47% | -8.56% | -29.61% | 18.70% | -8.09% | -33.09% | 28.90% | -10.74% | -6.95% |
| 2025 | 5.37% | 22.99% | 7.37% | 0.58% | 14.54% | -16.48% | 28.65% | 19.39% | 0.91% | -6.37% | 21.15% | 0.64% | 136.89% |
| 2026 | 6.43% | 14.76% | -0.69% | 5.24% | 9.40% | 0.00% | — | — | — | — | — | — | 39.66% |
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 | 3077.02 |
| Min balance | 742.10 |
| Max balance | 3123.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.82 |
| Average monthly return (arithmetic), % | 5.15 |
| Best month, % | 46.44 |
| Worst month, % | -33.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2077.02 |
| Total PnL, % | 207.70 |
| Gross profit | 3931.99 |
| Gross loss | 1804.53 |
| Trading volume (USDT) | 104283.51 |
| Total transactions (buy/sell) | 43 |
| Total fees | 37.52 |
| Funding net | -12.92 |
| Funding accrued (received) | 72.63 |
| Funding paid | 85.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 11 |
| Los Trades | 31 |
| Win Rate, % | 26.19 |
| Expectancy per trade | 50.6538 |
| Max consecutive wins | 3 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.19 |
| Position max, % of margin balance | 170.32 |
| Max Drawdown | 1085.27 |
| Max Drawdown, % | 59.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1790 |
| Recovery Factor (Total PnL / Max DD) | 1.9138 |
| Sharpe ratio (monthly) | 1.0901 |
| Sortino ratio (monthly) | 1.9399 |
| CAGR, % | 59.27 |
| Calmar ratio (CAGR / Max DD%) | 0.9980 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2127.46 | Fee: 37.52 | Vol: 104283.51
Realized PnL by Symbol
Details
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