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
2832.66
Total PnL
1832.66 (183.27%)
Total Trades (Win/Los)
30 (11/19)
Win Rate
36.67%
Max Drawdown
905.87 (53.24%)
Total Fees
29.64
Position avg (max), %
81.34 (179.48)
Profit Factor
2.14
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 | -7.24% | 48.67% | 9.09% | -0.20% | 4.76% | -8.93% | -30.67% | 18.51% | -2.15% | -15.92% | 16.39% | -10.96% | 0.36% |
| 2025 | 5.35% | 22.33% | 7.20% | 0.57% | 11.28% | -16.49% | 28.80% | 19.43% | -1.06% | -7.16% | 20.89% | 0.63% | 121.93% |
| 2026 | 6.49% | 14.81% | -3.45% | -0.76% | 8.62% | 0.00% | — | — | — | — | — | — | 27.25% |
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 | 2832.66 |
| Min balance | 795.68 |
| Max balance | 2875.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.53 |
| Average monthly return (arithmetic), % | 4.63 |
| Best month, % | 48.67 |
| Worst month, % | -30.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1832.66 |
| Total PnL, % | 183.27 |
| Gross profit | 3503.23 |
| Gross loss | 1636.65 |
| Trading volume (USDT) | 82416.08 |
| Total transactions (buy/sell) | 32 |
| Total fees | 29.64 |
| Funding net | -4.28 |
| Funding accrued (received) | 73.85 |
| Funding paid | 78.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 11 |
| Los Trades | 19 |
| Win Rate, % | 36.67 |
| Expectancy per trade | 62.2192 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.34 |
| Position max, % of margin balance | 179.48 |
| Max Drawdown | 905.87 |
| Max Drawdown, % | 53.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1405 |
| Recovery Factor (Total PnL / Max DD) | 2.0231 |
| Sharpe ratio (monthly) | 1.0558 |
| Sortino ratio (monthly) | 2.0770 |
| CAGR, % | 53.91 |
| Calmar ratio (CAGR / Max DD%) | 1.0126 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1866.58 | Fee: 29.64 | Vol: 82416.08
Realized PnL by Symbol
Details
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