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
2115.18
Total PnL
1115.18 (111.52%)
Total Trades (Win/Los)
15 (9/6)
Win Rate
60.00%
Max Drawdown
926.49 (55.02%)
Total Fees
12.50
Position avg (max), %
79.68 (201.99)
Profit Factor
2.24
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 | -5.40% | 45.51% | 8.68% | -8.43% | 3.38% | -9.43% | -29.86% | 34.93% | -2.80% | -11.56% | 8.38% | -11.94% | -0.40% |
| 2025 | -13.42% | 31.12% | 9.36% | 0.72% | 8.01% | -8.60% | 13.48% | 21.31% | -4.15% | 4.46% | 11.80% | 0.38% | 90.96% |
| 2026 | 6.44% | 5.62% | -1.42% | -7.40% | 8.43% | 0.00% | — | — | — | — | — | — | 11.27% |
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 | 2115.18 |
| Min balance | 757.48 |
| Max balance | 2186.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.53 |
| Average monthly return (arithmetic), % | 3.59 |
| Best month, % | 45.51 |
| Worst month, % | -29.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1115.18 |
| Total PnL, % | 111.52 |
| Gross profit | 2057.34 |
| Gross loss | 918.53 |
| Trading volume (USDT) | 34805.83 |
| Total transactions (buy/sell) | 17 |
| Total fees | 12.50 |
| Funding net | -11.13 |
| Funding accrued (received) | 57.18 |
| Funding paid | 68.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 9 |
| Los Trades | 6 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 75.9210 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.68 |
| Position max, % of margin balance | 201.99 |
| Max Drawdown | 926.49 |
| Max Drawdown, % | 55.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2398 |
| Recovery Factor (Total PnL / Max DD) | 1.2037 |
| Sharpe ratio (monthly) | 0.8245 |
| Sortino ratio (monthly) | 1.6543 |
| CAGR, % | 36.37 |
| Calmar ratio (CAGR / Max DD%) | 0.6611 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1138.81 | Fee: 12.50 | Vol: 34805.83
Realized PnL by Symbol
Details
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