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
1447.34
Total PnL
447.34 (44.73%)
Total Trades (Win/Los)
20 (9/11)
Win Rate
45.00%
Max Drawdown
970.56 (63.39%)
Total Fees
13.55
Position avg (max), %
88.29 (234.87)
Profit Factor
1.37
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% | -4.88% | -13.37% | -9.87% | -31.76% | 39.60% | -3.07% | -10.17% | 12.55% | -11.56% | -17.37% |
| 2025 | -0.51% | 24.81% | 7.84% | 0.61% | -12.36% | -16.43% | 18.82% | 20.92% | -1.88% | -13.03% | 22.61% | 0.67% | 49.33% |
| 2026 | -0.76% | 15.35% | -9.72% | 5.38% | 7.75% | 0.00% | — | — | — | — | — | — | 17.36% |
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 | 1447.34 |
| Min balance | 560.54 |
| Max balance | 1531.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.24 |
| Average monthly return (arithmetic), % | 2.66 |
| Best month, % | 51.78 |
| Worst month, % | -31.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 447.34 |
| Total PnL, % | 44.73 |
| Gross profit | 1744.62 |
| Gross loss | 1277.80 |
| Trading volume (USDT) | 37709.86 |
| Total transactions (buy/sell) | 22 |
| Total fees | 13.55 |
| Funding net | -5.93 |
| Funding accrued (received) | 51.03 |
| Funding paid | 56.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 9 |
| Los Trades | 11 |
| Win Rate, % | 45.00 |
| Expectancy per trade | 23.3413 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.29 |
| Position max, % of margin balance | 234.87 |
| Max Drawdown | 970.56 |
| Max Drawdown, % | 63.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3653 |
| Recovery Factor (Total PnL / Max DD) | 0.4609 |
| Sharpe ratio (monthly) | 0.5271 |
| Sortino ratio (monthly) | 0.9904 |
| CAGR, % | 16.54 |
| Calmar ratio (CAGR / Max DD%) | 0.2610 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 466.83 | Fee: 13.55 | Vol: 37709.86
Realized PnL by Symbol
Details
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