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
4201.45
Total PnL
3201.45 (320.14%)
Total Trades (Win/Los)
46 (12/34)
Win Rate
26.09%
Max Drawdown
645.14 (15.45%)
Total Fees
46.88
Position avg (max), %
79.59 (150.04)
Profit Factor
3.14
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 | -10.69% | 27.31% | 9.48% | 0.04% | 8.24% | -8.90% | -26.98% | 22.82% | -2.01% | -10.47% | 36.48% | -10.54% | 17.98% |
| 2025 | 12.95% | 20.14% | 6.61% | 0.52% | 13.82% | -13.79% | 29.26% | 19.56% | 0.90% | 2.24% | 18.46% | 0.57% | 171.02% |
| 2026 | 7.89% | 14.77% | -3.44% | 0.90% | 8.97% | 0.00% | — | — | — | — | — | — | 31.47% |
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 | 4201.45 |
| Min balance | 806.25 |
| Max balance | 4263.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.90 |
| Average monthly return (arithmetic), % | 5.84 |
| Best month, % | 36.48 |
| Worst month, % | -26.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3201.45 |
| Total PnL, % | 320.14 |
| Gross profit | 4764.69 |
| Gross loss | 1518.98 |
| Trading volume (USDT) | 130346.72 |
| Total transactions (buy/sell) | 48 |
| Total fees | 46.88 |
| Funding net | 2.62 |
| Funding accrued (received) | 91.73 |
| Funding paid | 89.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 12 |
| Los Trades | 34 |
| Win Rate, % | 26.09 |
| Expectancy per trade | 70.5589 |
| Max consecutive wins | 3 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.59 |
| Position max, % of margin balance | 150.04 |
| Max Drawdown | 645.14 |
| Max Drawdown, % | 15.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.1368 |
| Recovery Factor (Total PnL / Max DD) | 4.9624 |
| Sharpe ratio (monthly) | 1.4498 |
| Sortino ratio (monthly) | 3.0169 |
| CAGR, % | 81.20 |
| Calmar ratio (CAGR / Max DD%) | 5.2564 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 3245.71 | Fee: 46.88 | Vol: 130346.72
Realized PnL by Symbol
Details
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