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
2622.58
Total PnL
1622.58 (162.26%)
Total Trades (Win/Los)
24 (10/14)
Win Rate
41.67%
Max Drawdown
761.17 (47.93%)
Total Fees
22.49
Position avg (max), %
84.68 (180.69)
Profit Factor
2.13
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 | -14.97% | 50.63% | 9.33% | -2.87% | 4.39% | -9.17% | -25.09% | 31.78% | -2.61% | -21.41% | 20.21% | -11.20% | 4.01% |
| 2025 | 1.80% | 24.33% | 7.72% | 0.61% | 9.61% | -19.51% | 28.85% | 19.58% | -1.40% | -12.05% | 22.23% | 0.66% | 98.93% |
| 2026 | 4.05% | 15.17% | -3.52% | -0.80% | 10.59% | 0.00% | — | — | — | — | — | — | 26.82% |
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 | 2622.58 |
| Min balance | 804.87 |
| Max balance | 2661.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.27 |
| Average monthly return (arithmetic), % | 4.56 |
| Best month, % | 50.63 |
| Worst month, % | -25.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1622.58 |
| Total PnL, % | 162.26 |
| Gross profit | 3102.38 |
| Gross loss | 1456.57 |
| Trading volume (USDT) | 62567.84 |
| Total transactions (buy/sell) | 26 |
| Total fees | 22.49 |
| Funding net | -0.73 |
| Funding accrued (received) | 74.64 |
| Funding paid | 75.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 10 |
| Los Trades | 14 |
| Win Rate, % | 41.67 |
| Expectancy per trade | 68.5754 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.68 |
| Position max, % of margin balance | 180.69 |
| Max Drawdown | 761.17 |
| Max Drawdown, % | 47.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1299 |
| Recovery Factor (Total PnL / Max DD) | 2.1317 |
| Sharpe ratio (monthly) | 0.9472 |
| Sortino ratio (monthly) | 1.8998 |
| CAGR, % | 49.07 |
| Calmar ratio (CAGR / Max DD%) | 1.0239 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1645.81 | Fee: 22.49 | Vol: 62567.84
Realized PnL by Symbol
Details
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