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
1544.41
Total PnL
544.41 (54.44%)
Total Trades (Win/Los)
22 (9/13)
Win Rate
40.91%
Max Drawdown
932.96 (60.93%)
Total Fees
14.59
Position avg (max), %
86.23 (210.17)
Profit Factor
1.44
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 | -18.89% | 51.78% | 9.47% | -3.00% | -13.12% | -9.65% | -27.03% | 36.12% | -2.87% | -26.60% | 16.52% | -11.39% | -24.98% |
| 2025 | -0.50% | 24.44% | 7.74% | 0.61% | -12.23% | -16.64% | 30.29% | 20.41% | -1.57% | -12.08% | 21.72% | 0.65% | 63.36% |
| 2026 | 3.74% | 15.18% | -7.50% | 5.27% | 8.36% | 0.00% | — | — | — | — | — | — | 26.08% |
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 | 1544.41 |
| Min balance | 598.14 |
| Max balance | 1567.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.46 |
| Average monthly return (arithmetic), % | 2.97 |
| Best month, % | 51.78 |
| Worst month, % | -27.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 544.41 |
| Total PnL, % | 54.44 |
| Gross profit | 1848.60 |
| Gross loss | 1282.76 |
| Trading volume (USDT) | 40577.74 |
| Total transactions (buy/sell) | 24 |
| Total fees | 14.59 |
| Funding net | -6.84 |
| Funding accrued (received) | 49.44 |
| Funding paid | 56.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 9 |
| Los Trades | 13 |
| Win Rate, % | 40.91 |
| Expectancy per trade | 25.7199 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.23 |
| Position max, % of margin balance | 210.17 |
| Max Drawdown | 932.96 |
| Max Drawdown, % | 60.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4411 |
| Recovery Factor (Total PnL / Max DD) | 0.5835 |
| Sharpe ratio (monthly) | 0.5723 |
| Sortino ratio (monthly) | 1.0595 |
| CAGR, % | 19.72 |
| Calmar ratio (CAGR / Max DD%) | 0.3236 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 565.84 | Fee: 14.59 | Vol: 40577.74
Realized PnL by Symbol
Details
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