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
2339.41
Total PnL
1339.41 (133.94%)
Total Trades (Win/Los)
17 (9/8)
Win Rate
52.94%
Max Drawdown
1070.03 (47.08%)
Total Fees
15.63
Position avg (max), %
86.14 (202.21)
Profit Factor
2.03
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 | -3.91% | 45.90% | 8.73% | -8.57% | 3.33% | -9.28% | -29.59% | 34.96% | -2.80% | -11.58% | 13.04% | -11.84% | 6.33% |
| 2025 | -1.26% | 25.56% | 8.03% | 0.63% | 8.98% | -8.62% | 13.92% | 21.61% | -3.28% | -26.55% | 27.85% | 0.79% | 70.22% |
| 2026 | 13.25% | 10.86% | -2.62% | -2.22% | 8.18% | 0.00% | — | — | — | — | — | — | 29.33% |
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 | 2339.41 |
| Min balance | 774.24 |
| Max balance | 2375.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.88 |
| Average monthly return (arithmetic), % | 4.12 |
| Best month, % | 45.90 |
| Worst month, % | -29.59 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1339.41 |
| Total PnL, % | 133.94 |
| Gross profit | 2672.43 |
| Gross loss | 1315.77 |
| Trading volume (USDT) | 43493.23 |
| Total transactions (buy/sell) | 19 |
| Total fees | 15.63 |
| Funding net | -1.61 |
| Funding accrued (received) | 73.12 |
| Funding paid | 74.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 9 |
| Los Trades | 8 |
| Win Rate, % | 52.94 |
| Expectancy per trade | 79.8033 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.14 |
| Position max, % of margin balance | 202.21 |
| Max Drawdown | 1070.03 |
| Max Drawdown, % | 47.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0311 |
| Recovery Factor (Total PnL / Max DD) | 1.2518 |
| Sharpe ratio (monthly) | 0.8838 |
| Sortino ratio (monthly) | 1.6901 |
| CAGR, % | 42.18 |
| Calmar ratio (CAGR / Max DD%) | 0.8961 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1356.66 | Fee: 15.63 | Vol: 43493.23
Realized PnL by Symbol
Details
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