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
2278.41
Total PnL
1278.41 (127.84%)
Total Trades (Win/Los)
17 (9/8)
Win Rate
52.94%
Max Drawdown
945.86 (44.62%)
Total Fees
14.87
Position avg (max), %
85.50 (203.46)
Profit Factor
2.06
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% | -8.63% | 3.72% | -9.45% | -29.95% | 35.15% | -2.81% | -11.59% | 12.77% | -11.81% | 0.87% |
| 2025 | -1.26% | 24.78% | 7.83% | 0.61% | 9.09% | -8.63% | 13.26% | 21.31% | -3.19% | -23.81% | 26.80% | 0.77% | 72.54% |
| 2026 | 12.86% | 10.58% | -2.56% | -0.37% | 8.11% | 0.00% | — | — | — | — | — | — | 30.99% |
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 | 2278.41 |
| Min balance | 734.50 |
| Max balance | 2313.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.78 |
| Average monthly return (arithmetic), % | 3.99 |
| Best month, % | 45.82 |
| Worst month, % | -29.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1278.41 |
| Total PnL, % | 127.84 |
| Gross profit | 2519.07 |
| Gross loss | 1223.79 |
| Trading volume (USDT) | 41372.12 |
| Total transactions (buy/sell) | 19 |
| Total fees | 14.87 |
| Funding net | -2.01 |
| Funding accrued (received) | 68.78 |
| Funding paid | 70.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 9 |
| Los Trades | 8 |
| Win Rate, % | 52.94 |
| Expectancy per trade | 76.1931 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.50 |
| Position max, % of margin balance | 203.46 |
| Max Drawdown | 945.86 |
| Max Drawdown, % | 44.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0584 |
| Recovery Factor (Total PnL / Max DD) | 1.3516 |
| Sharpe ratio (monthly) | 0.8672 |
| Sortino ratio (monthly) | 1.6642 |
| CAGR, % | 40.64 |
| Calmar ratio (CAGR / Max DD%) | 0.9107 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1295.28 | Fee: 14.87 | Vol: 41372.12
Realized PnL by Symbol
Details
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