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
2989.31
Total PnL
1989.31 (198.93%)
Total Trades (Win/Los)
28 (11/17)
Win Rate
39.29%
Max Drawdown
1044.14 (57.86%)
Total Fees
25.82
Position avg (max), %
82.97 (179.76)
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 | 1.27% | 45.62% | 8.69% | -0.79% | 1.02% | -8.74% | -30.94% | 15.33% | -2.23% | -16.25% | 11.77% | -11.19% | -5.09% |
| 2025 | 1.80% | 24.44% | 7.74% | 0.61% | 10.72% | -16.55% | 29.29% | 19.53% | -1.09% | -7.30% | 20.89% | 0.63% | 118.69% |
| 2026 | 6.49% | 14.77% | -0.70% | 5.22% | 12.83% | 0.00% | — | — | — | — | — | — | 44.09% |
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 | 2989.31 |
| Min balance | 760.54 |
| Max balance | 3030.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.72 |
| Average monthly return (arithmetic), % | 4.76 |
| Best month, % | 45.62 |
| Worst month, % | -30.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1989.31 |
| Total PnL, % | 198.93 |
| Gross profit | 3616.17 |
| Gross loss | 1589.34 |
| Trading volume (USDT) | 71784.44 |
| Total transactions (buy/sell) | 29 |
| Total fees | 25.82 |
| Funding net | -11.70 |
| Funding accrued (received) | 70.08 |
| Funding paid | 81.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 11 |
| Los Trades | 17 |
| Win Rate, % | 39.29 |
| Expectancy per trade | 72.3867 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.97 |
| Position max, % of margin balance | 179.76 |
| Max Drawdown | 1044.14 |
| Max Drawdown, % | 57.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2753 |
| Recovery Factor (Total PnL / Max DD) | 1.9052 |
| Sharpe ratio (monthly) | 1.1197 |
| Sortino ratio (monthly) | 2.1558 |
| CAGR, % | 57.38 |
| Calmar ratio (CAGR / Max DD%) | 0.9917 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2026.83 | Fee: 25.82 | Vol: 71784.44
Realized PnL by Symbol
Details
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