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
2600.59
Total PnL
1600.59 (160.06%)
Total Trades (Win/Los)
52 (9/43)
Win Rate
17.31%
Max Drawdown
702.50 (49.67%)
Total Fees
49.50
Position avg (max), %
80.10 (168.91)
Profit Factor
2.11
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 | -10.69% | 27.31% | 9.48% | 0.04% | -7.61% | -9.53% | -28.78% | 22.67% | -2.00% | -11.38% | 31.60% | -10.77% | -7.24% |
| 2025 | 12.92% | 19.47% | 6.43% | 0.51% | -10.28% | -8.52% | 29.51% | 19.47% | 0.88% | 2.69% | 17.28% | -11.73% | 96.53% |
| 2026 | 7.59% | 14.13% | -0.59% | 5.27% | 11.08% | 0.00% | — | — | — | — | — | — | 42.73% |
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 | 2600.59 |
| Min balance | 711.89 |
| Max balance | 2638.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.24 |
| Average monthly return (arithmetic), % | 4.22 |
| Best month, % | 31.60 |
| Worst month, % | -28.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1600.59 |
| Total PnL, % | 160.06 |
| Gross profit | 3160.67 |
| Gross loss | 1498.75 |
| Trading volume (USDT) | 137592.16 |
| Total transactions (buy/sell) | 54 |
| Total fees | 49.50 |
| Funding net | -11.83 |
| Funding accrued (received) | 58.79 |
| Funding paid | 70.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 52 |
| Win Trades | 9 |
| Los Trades | 43 |
| Win Rate, % | 17.31 |
| Expectancy per trade | 31.9601 |
| Max consecutive wins | 2 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.10 |
| Position max, % of margin balance | 168.91 |
| Max Drawdown | 702.50 |
| Max Drawdown, % | 49.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1089 |
| Recovery Factor (Total PnL / Max DD) | 2.2784 |
| Sharpe ratio (monthly) | 1.0305 |
| Sortino ratio (monthly) | 1.9650 |
| CAGR, % | 48.55 |
| Calmar ratio (CAGR / Max DD%) | 0.9776 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1661.93 | Fee: 49.50 | Vol: 137592.16
Realized PnL by Symbol
Details
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