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
2775.71
Total PnL
1775.71 (177.57%)
Total Trades (Win/Los)
22 (11/11)
Win Rate
50.00%
Max Drawdown
855.71 (34.12%)
Total Fees
21.62
Position avg (max), %
87.32 (197.08)
Profit Factor
2.26
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 | -18.60% | 52.89% | 9.60% | -2.78% | 0.97% | -8.70% | -28.35% | 34.21% | -2.76% | -8.53% | 18.07% | -11.57% | 9.18% |
| 2025 | -0.49% | 25.69% | 8.06% | 0.63% | 8.74% | -8.50% | 22.59% | 20.89% | -1.60% | -13.32% | 22.34% | 0.67% | 110.64% |
| 2026 | -0.82% | 15.40% | -7.62% | 5.41% | 8.35% | 0.00% | — | — | — | — | — | — | 20.76% |
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 | 2775.71 |
| Min balance | 740.24 |
| Max balance | 2816.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.46 |
| Average monthly return (arithmetic), % | 4.70 |
| Best month, % | 52.89 |
| Worst month, % | -28.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1775.71 |
| Total PnL, % | 177.57 |
| Gross profit | 3244.45 |
| Gross loss | 1434.07 |
| Trading volume (USDT) | 60138.18 |
| Total transactions (buy/sell) | 24 |
| Total fees | 21.62 |
| Funding net | -13.05 |
| Funding accrued (received) | 73.93 |
| Funding paid | 86.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 11 |
| Los Trades | 11 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 82.2898 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.32 |
| Position max, % of margin balance | 197.08 |
| Max Drawdown | 855.71 |
| Max Drawdown, % | 34.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2624 |
| Recovery Factor (Total PnL / Max DD) | 2.0751 |
| Sharpe ratio (monthly) | 0.9919 |
| Sortino ratio (monthly) | 2.1244 |
| CAGR, % | 52.62 |
| Calmar ratio (CAGR / Max DD%) | 1.5422 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1810.38 | Fee: 21.62 | Vol: 60138.18
Realized PnL by Symbol
Details
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