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
2356.87
Total PnL
1356.87 (135.69%)
Total Trades (Win/Los)
25 (11/14)
Win Rate
44.00%
Max Drawdown
902.46 (55.14%)
Total Fees
21.84
Position avg (max), %
86.29 (196.36)
Profit Factor
1.90
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 | -8.33% | 45.82% | 8.72% | -1.79% | 1.01% | -8.79% | -28.29% | 34.11% | -2.75% | -29.85% | 19.69% | -11.21% | -8.33% |
| 2025 | -0.45% | 25.88% | 8.11% | 0.63% | 10.47% | -19.35% | 29.15% | 19.74% | -1.43% | -12.67% | 22.29% | 0.66% | 99.04% |
| 2026 | -0.51% | 15.54% | -3.30% | 5.35% | 10.36% | 0.00% | — | — | — | — | — | — | 29.25% |
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 | 2356.87 |
| Min balance | 734.14 |
| Max balance | 2390.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.90 |
| Average monthly return (arithmetic), % | 4.29 |
| Best month, % | 45.82 |
| Worst month, % | -29.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1356.87 |
| Total PnL, % | 135.69 |
| Gross profit | 2924.80 |
| Gross loss | 1541.64 |
| Trading volume (USDT) | 60732.30 |
| Total transactions (buy/sell) | 27 |
| Total fees | 21.84 |
| Funding net | -4.45 |
| Funding accrued (received) | 68.22 |
| Funding paid | 72.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 11 |
| Los Trades | 14 |
| Win Rate, % | 44.00 |
| Expectancy per trade | 55.3262 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.29 |
| Position max, % of margin balance | 196.36 |
| Max Drawdown | 902.46 |
| Max Drawdown, % | 55.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8972 |
| Recovery Factor (Total PnL / Max DD) | 1.5035 |
| Sharpe ratio (monthly) | 0.8755 |
| Sortino ratio (monthly) | 1.6217 |
| CAGR, % | 42.62 |
| Calmar ratio (CAGR / Max DD%) | 0.7729 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1383.16 | Fee: 21.84 | Vol: 60732.30
Realized PnL by Symbol
Details
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