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
1104.41
Total PnL
104.41 (10.44%)
Total Trades (Win/Los)
20 (9/11)
Win Rate
45.00%
Max Drawdown
1019.30 (66.57%)
Total Fees
12.09
Position avg (max), %
90.31 (243.33)
Profit Factor
1.09
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% | -9.47% | -14.66% | -10.20% | -32.88% | 40.76% | -3.13% | -12.03% | 13.02% | -11.79% | -24.95% |
| 2025 | -1.26% | 24.62% | 7.79% | 0.61% | -12.29% | -16.39% | 9.78% | 21.79% | -3.35% | -18.56% | 24.74% | 0.72% | 29.39% |
| 2026 | -3.94% | 15.38% | -9.68% | 5.29% | 7.95% | 0.00% | — | — | — | — | — | — | 13.79% |
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 | 1104.41 |
| Min balance | 511.80 |
| Max balance | 1531.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 1.84 |
| Best month, % | 51.78 |
| Worst month, % | -32.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 104.41 |
| Total PnL, % | 10.44 |
| Gross profit | 1404.89 |
| Gross loss | 1283.77 |
| Trading volume (USDT) | 33638.38 |
| Total transactions (buy/sell) | 22 |
| Total fees | 12.09 |
| Funding net | -4.63 |
| Funding accrued (received) | 46.17 |
| Funding paid | 50.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 9 |
| Los Trades | 11 |
| Win Rate, % | 45.00 |
| Expectancy per trade | 6.0563 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.31 |
| Position max, % of margin balance | 243.33 |
| Max Drawdown | 1019.30 |
| Max Drawdown, % | 66.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0944 |
| Recovery Factor (Total PnL / Max DD) | 0.1024 |
| Sharpe ratio (monthly) | 0.3544 |
| Sortino ratio (monthly) | 0.6346 |
| CAGR, % | 4.20 |
| Calmar ratio (CAGR / Max DD%) | 0.0631 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 121.13 | Fee: 12.09 | Vol: 33638.38
Realized PnL by Symbol
Details
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