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
4031.26
Total PnL
3031.26 (303.13%)
Total Trades (Win/Los)
152 (12/140)
Win Rate
7.89%
Max Drawdown
1212.14 (33.54%)
Total Fees
222.55
Position avg (max), %
78.09 (142.31)
Profit Factor
2.52
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 | 0.73% | 45.87% | 8.73% | -5.73% | 7.80% | -8.65% | -24.86% | 22.96% | -2.02% | 4.02% | 30.57% | -10.37% | 63.43% |
| 2025 | 12.89% | 20.36% | 6.67% | 0.53% | -10.64% | -7.08% | 40.62% | 16.28% | -8.89% | -17.05% | 22.06% | 0.66% | 83.67% |
| 2026 | 6.71% | 14.06% | -7.80% | 7.21% | 11.68% | 0.00% | — | — | — | — | — | — | 34.37% |
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 | 4031.26 |
| Min balance | 958.55 |
| Max balance | 4089.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.76 |
| Average monthly return (arithmetic), % | 5.91 |
| Best month, % | 45.87 |
| Worst month, % | -24.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3031.26 |
| Total PnL, % | 303.13 |
| Gross profit | 5428.56 |
| Gross loss | 2153.60 |
| Trading volume (USDT) | 618321.17 |
| Total transactions (buy/sell) | 154 |
| Total fees | 222.55 |
| Funding net | -21.15 |
| Funding accrued (received) | 91.55 |
| Funding paid | 112.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 152 |
| Win Trades | 12 |
| Los Trades | 140 |
| Win Rate, % | 7.89 |
| Expectancy per trade | 21.5458 |
| Max consecutive wins | 3 |
| Max consecutive losses | 52 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 78.09 |
| Position max, % of margin balance | 142.31 |
| Max Drawdown | 1212.14 |
| Max Drawdown, % | 33.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5207 |
| Recovery Factor (Total PnL / Max DD) | 2.5007 |
| Sharpe ratio (monthly) | 1.2896 |
| Sortino ratio (monthly) | 2.9640 |
| CAGR, % | 78.12 |
| Calmar ratio (CAGR / Max DD%) | 2.3292 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 3274.96 | Fee: 222.55 | Vol: 618321.17
Realized PnL by Symbol
Details
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