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
2449.81
Total PnL
1449.81 (144.98%)
Total Trades (Win/Los)
15 (9/6)
Win Rate
60.00%
Max Drawdown
926.49 (55.00%)
Total Fees
13.37
Position avg (max), %
78.27 (201.83)
Profit Factor
2.58
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 | -5.34% | 45.48% | 8.68% | -8.42% | 3.38% | -9.43% | -29.84% | 34.91% | -2.80% | -11.55% | 12.87% | -11.79% | 3.97% |
| 2025 | -1.25% | 25.09% | 7.91% | 0.62% | 9.16% | -8.54% | 13.96% | 21.30% | -3.20% | 4.56% | 12.05% | 0.39% | 110.74% |
| 2026 | 6.57% | 5.72% | -1.45% | -7.05% | 8.40% | 0.00% | — | — | — | — | — | — | 11.88% |
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 | 2449.81 |
| Min balance | 758.06 |
| Max balance | 2525.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.03 |
| Average monthly return (arithmetic), % | 4.01 |
| Best month, % | 45.48 |
| Worst month, % | -29.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1449.81 |
| Total PnL, % | 144.98 |
| Gross profit | 2406.90 |
| Gross loss | 932.86 |
| Trading volume (USDT) | 37221.45 |
| Total transactions (buy/sell) | 17 |
| Total fees | 13.37 |
| Funding net | -10.85 |
| Funding accrued (received) | 61.49 |
| Funding paid | 72.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 9 |
| Los Trades | 6 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 98.2692 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 78.27 |
| Position max, % of margin balance | 201.83 |
| Max Drawdown | 926.49 |
| Max Drawdown, % | 55.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5801 |
| Recovery Factor (Total PnL / Max DD) | 1.5648 |
| Sharpe ratio (monthly) | 0.9601 |
| Sortino ratio (monthly) | 1.9687 |
| CAGR, % | 44.92 |
| Calmar ratio (CAGR / Max DD%) | 0.8168 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1474.04 | Fee: 13.37 | Vol: 37221.45
Realized PnL by Symbol
Details
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