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
3186.60
Total PnL
2186.60 (218.66%)
Total Trades (Win/Los)
26 (11/15)
Win Rate
42.31%
Max Drawdown
746.46 (48.10%)
Total Fees
24.89
Position avg (max), %
85.67 (176.70)
Profit Factor
2.51
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 | -18.60% | 52.89% | 9.60% | -1.55% | 1.25% | -8.82% | -24.36% | 31.18% | -2.57% | -21.59% | 21.18% | -11.18% | 1.14% |
| 2025 | 1.84% | 25.01% | 7.89% | 0.62% | 13.01% | -16.33% | 28.85% | 19.44% | -1.10% | -8.33% | 21.68% | 0.65% | 123.29% |
| 2026 | 3.95% | 15.17% | -0.73% | 5.27% | 12.84% | 0.00% | — | — | — | — | — | — | 41.17% |
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 | 3186.60 |
| Min balance | 768.55 |
| Max balance | 3230.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.94 |
| Average monthly return (arithmetic), % | 5.24 |
| Best month, % | 52.89 |
| Worst month, % | -24.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2186.60 |
| Total PnL, % | 218.66 |
| Gross profit | 3688.95 |
| Gross loss | 1470.54 |
| Trading volume (USDT) | 69228.10 |
| Total transactions (buy/sell) | 28 |
| Total fees | 24.89 |
| Funding net | -6.93 |
| Funding accrued (received) | 75.52 |
| Funding paid | 82.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 11 |
| Los Trades | 15 |
| Win Rate, % | 42.31 |
| Expectancy per trade | 85.3238 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.67 |
| Position max, % of margin balance | 176.70 |
| Max Drawdown | 746.46 |
| Max Drawdown, % | 48.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5086 |
| Recovery Factor (Total PnL / Max DD) | 2.9293 |
| Sharpe ratio (monthly) | 1.0829 |
| Sortino ratio (monthly) | 2.2476 |
| CAGR, % | 61.60 |
| Calmar ratio (CAGR / Max DD%) | 1.2806 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2218.42 | Fee: 24.89 | Vol: 69228.10
Realized PnL by Symbol
Details
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