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
1373.45
Total PnL
373.45 (37.35%)
Total Trades (Win/Los)
17 (8/9)
Win Rate
47.06%
Max Drawdown
1082.61 (66.15%)
Total Fees
11.13
Position avg (max), %
87.43 (244.06)
Profit Factor
1.33
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 | -8.33% | 45.82% | 8.72% | -8.37% | -14.99% | -10.29% | -33.06% | 40.86% | -3.14% | -11.96% | 12.76% | -11.74% | -18.73% |
| 2025 | -1.24% | 25.41% | 7.99% | 0.63% | -12.58% | -16.66% | 10.57% | 22.24% | -3.45% | -18.51% | 24.62% | 0.72% | 30.87% |
| 2026 | 12.02% | 9.97% | -7.21% | 4.47% | 8.21% | 0.00% | — | — | — | — | — | — | 29.22% |
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 | 1373.45 |
| Min balance | 554.00 |
| Max balance | 1636.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.07 |
| Average monthly return (arithmetic), % | 2.45 |
| Best month, % | 45.82 |
| Worst month, % | -33.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 373.45 |
| Total PnL, % | 37.35 |
| Gross profit | 1575.15 |
| Gross loss | 1187.46 |
| Trading volume (USDT) | 30980.47 |
| Total transactions (buy/sell) | 19 |
| Total fees | 11.13 |
| Funding net | -3.10 |
| Funding accrued (received) | 50.13 |
| Funding paid | 53.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 8 |
| Los Trades | 9 |
| Win Rate, % | 47.06 |
| Expectancy per trade | 22.8049 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.43 |
| Position max, % of margin balance | 244.06 |
| Max Drawdown | 1082.61 |
| Max Drawdown, % | 66.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3265 |
| Recovery Factor (Total PnL / Max DD) | 0.3450 |
| Sharpe ratio (monthly) | 0.4958 |
| Sortino ratio (monthly) | 0.8945 |
| CAGR, % | 14.04 |
| Calmar ratio (CAGR / Max DD%) | 0.2123 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 387.68 | Fee: 11.13 | Vol: 30980.47
Realized PnL by Symbol
Details
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