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
2228.79
Total PnL
1228.79 (122.88%)
Total Trades (Win/Los)
15 (10/5)
Win Rate
66.67%
Max Drawdown
962.72 (57.17%)
Total Fees
12.34
Position avg (max), %
82.36 (212.13)
Profit Factor
2.57
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% | -8.43% | 3.38% | -9.43% | -32.68% | 36.40% | -2.88% | -11.74% | 8.27% | -12.00% | -3.81% |
| 2025 | -13.44% | 30.94% | 9.32% | 0.72% | 8.23% | -8.62% | 13.94% | 21.48% | -4.15% | 4.60% | 12.14% | 0.39% | 92.80% |
| 2026 | 6.61% | 5.76% | -6.05% | 5.24% | 7.87% | 0.00% | — | — | — | — | — | — | 20.25% |
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 | 2228.79 |
| Min balance | 721.25 |
| Max balance | 2263.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.71 |
| Average monthly return (arithmetic), % | 3.82 |
| Best month, % | 45.51 |
| Worst month, % | -32.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1228.79 |
| Total PnL, % | 122.88 |
| Gross profit | 2065.23 |
| Gross loss | 804.44 |
| Trading volume (USDT) | 34342.74 |
| Total transactions (buy/sell) | 17 |
| Total fees | 12.34 |
| Funding net | -19.67 |
| Funding accrued (received) | 54.61 |
| Funding paid | 74.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 10 |
| Los Trades | 5 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 84.0531 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.36 |
| Position max, % of margin balance | 212.13 |
| Max Drawdown | 962.72 |
| Max Drawdown, % | 57.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5673 |
| Recovery Factor (Total PnL / Max DD) | 1.2764 |
| Sharpe ratio (monthly) | 0.8622 |
| Sortino ratio (monthly) | 1.6829 |
| CAGR, % | 39.36 |
| Calmar ratio (CAGR / Max DD%) | 0.6885 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1260.80 | Fee: 12.34 | Vol: 34342.74
Realized PnL by Symbol
Details
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