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
2329.70
Total PnL
1329.70 (132.97%)
Total Trades (Win/Los)
21 (11/10)
Win Rate
52.38%
Max Drawdown
925.29 (39.30%)
Total Fees
20.32
Position avg (max), %
87.68 (199.00)
Profit Factor
1.90
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 | -8.33% | 45.82% | 8.72% | -2.55% | 1.26% | -8.84% | -28.68% | 34.50% | -2.77% | -10.00% | 13.12% | -11.82% | 9.45% |
| 2025 | -1.25% | 25.82% | 8.09% | 0.63% | 8.77% | -8.53% | 14.33% | 21.69% | -1.87% | -18.60% | 24.45% | 0.72% | 87.29% |
| 2026 | -4.01% | 15.59% | -9.84% | 5.44% | 7.81% | 0.00% | — | — | — | — | — | — | 13.71% |
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 | 2329.70 |
| Min balance | 786.73 |
| Max balance | 2405.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.86 |
| Average monthly return (arithmetic), % | 3.99 |
| Best month, % | 45.82 |
| Worst month, % | -28.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1329.70 |
| Total PnL, % | 132.97 |
| Gross profit | 2872.45 |
| Gross loss | 1514.88 |
| Trading volume (USDT) | 56519.78 |
| Total transactions (buy/sell) | 23 |
| Total fees | 20.32 |
| Funding net | -7.55 |
| Funding accrued (received) | 74.28 |
| Funding paid | 81.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 11 |
| Los Trades | 10 |
| Win Rate, % | 52.38 |
| Expectancy per trade | 64.6460 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.68 |
| Position max, % of margin balance | 199.00 |
| Max Drawdown | 925.29 |
| Max Drawdown, % | 39.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8962 |
| Recovery Factor (Total PnL / Max DD) | 1.4371 |
| Sharpe ratio (monthly) | 0.8894 |
| Sortino ratio (monthly) | 1.8034 |
| CAGR, % | 41.94 |
| Calmar ratio (CAGR / Max DD%) | 1.0673 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1357.57 | Fee: 20.32 | Vol: 56519.78
Realized PnL by Symbol
Details
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