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
1960.70
Total PnL
960.70 (96.07%)
Total Trades (Win/Los)
15 (10/5)
Win Rate
66.67%
Max Drawdown
1066.71 (63.34%)
Total Fees
11.31
Position avg (max), %
83.50 (236.34)
Profit Factor
2.14
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% | -6.70% | -9.92% | -34.61% | 39.80% | -3.08% | -12.08% | 8.01% | -11.95% | -14.69% |
| 2025 | -13.33% | 30.49% | 9.21% | 0.71% | 8.24% | -8.64% | 13.81% | 21.50% | -4.17% | 4.53% | 11.96% | 0.39% | 91.50% |
| 2026 | 6.52% | 5.69% | -6.01% | 5.21% | 7.86% | 0.00% | — | — | — | — | — | — | 20.08% |
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 | 1960.70 |
| Min balance | 617.26 |
| Max balance | 1990.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.27 |
| Average monthly return (arithmetic), % | 3.46 |
| Best month, % | 45.51 |
| Worst month, % | -34.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 960.70 |
| Total PnL, % | 96.07 |
| Gross profit | 1855.29 |
| Gross loss | 865.09 |
| Trading volume (USDT) | 31489.40 |
| Total transactions (buy/sell) | 17 |
| Total fees | 11.31 |
| Funding net | -18.20 |
| Funding accrued (received) | 49.71 |
| Funding paid | 67.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 10 |
| Los Trades | 5 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 66.0137 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.50 |
| Position max, % of margin balance | 236.34 |
| Max Drawdown | 1066.71 |
| Max Drawdown, % | 63.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1446 |
| Recovery Factor (Total PnL / Max DD) | 0.9006 |
| Sharpe ratio (monthly) | 0.7560 |
| Sortino ratio (monthly) | 1.4519 |
| CAGR, % | 32.16 |
| Calmar ratio (CAGR / Max DD%) | 0.5076 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 990.21 | Fee: 11.31 | Vol: 31489.40
Realized PnL by Symbol
Details
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