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
2698.50
Total PnL
1698.50 (169.85%)
Total Trades (Win/Los)
19 (11/8)
Win Rate
57.89%
Max Drawdown
946.25 (39.38%)
Total Fees
18.56
Position avg (max), %
85.17 (199.06)
Profit Factor
2.28
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 | -4.78% | 46.32% | 8.78% | -2.49% | 1.00% | -8.72% | -28.48% | 34.50% | -2.77% | -11.50% | 12.89% | -11.82% | 12.26% |
| 2025 | -1.26% | 25.17% | 7.93% | 0.62% | 9.16% | -8.59% | 14.30% | 21.63% | -1.84% | -18.73% | 24.50% | 0.72% | 86.24% |
| 2026 | 11.98% | 9.93% | -7.17% | 4.43% | 8.22% | 0.00% | — | — | — | — | — | — | 29.14% |
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 | 2698.50 |
| Min balance | 822.24 |
| Max balance | 2740.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.37 |
| Average monthly return (arithmetic), % | 4.46 |
| Best month, % | 46.32 |
| Worst month, % | -28.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1698.50 |
| Total PnL, % | 169.85 |
| Gross profit | 3064.32 |
| Gross loss | 1341.74 |
| Trading volume (USDT) | 51638.43 |
| Total transactions (buy/sell) | 21 |
| Total fees | 18.56 |
| Funding net | -5.53 |
| Funding accrued (received) | 75.98 |
| Funding paid | 81.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 11 |
| Los Trades | 8 |
| Win Rate, % | 57.89 |
| Expectancy per trade | 90.6624 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.17 |
| Position max, % of margin balance | 199.06 |
| Max Drawdown | 946.25 |
| Max Drawdown, % | 39.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2838 |
| Recovery Factor (Total PnL / Max DD) | 1.7950 |
| Sharpe ratio (monthly) | 1.0093 |
| Sortino ratio (monthly) | 2.0682 |
| CAGR, % | 50.85 |
| Calmar ratio (CAGR / Max DD%) | 1.2913 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1722.59 | Fee: 18.56 | Vol: 51638.43
Realized PnL by Symbol
Details
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