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
1373.41
Total PnL
373.41 (37.34%)
Total Trades (Win/Los)
17 (9/8)
Win Rate
52.94%
Max Drawdown
1137.88 (66.28%)
Total Fees
11.52
Position avg (max), %
88.21 (245.84)
Profit Factor
1.31
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 | -3.91% | 45.90% | 8.73% | -8.57% | -15.33% | -10.16% | -32.90% | 41.11% | -3.15% | -12.11% | 12.19% | -11.68% | -15.34% |
| 2025 | -1.23% | 25.67% | 8.05% | 0.63% | -12.68% | -16.63% | 10.15% | 22.12% | -3.39% | -23.19% | 26.17% | 0.76% | 24.68% |
| 2026 | 12.62% | 10.41% | -7.38% | 4.47% | 8.21% | 0.00% | — | — | — | — | — | — | 30.19% |
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 | 1373.41 |
| Min balance | 578.93 |
| Max balance | 1716.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.07 |
| Average monthly return (arithmetic), % | 2.50 |
| Best month, % | 45.90 |
| Worst month, % | -32.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 373.41 |
| Total PnL, % | 37.34 |
| Gross profit | 1639.43 |
| Gross loss | 1252.02 |
| Trading volume (USDT) | 32049.37 |
| Total transactions (buy/sell) | 19 |
| Total fees | 11.52 |
| Funding net | -2.49 |
| Funding accrued (received) | 52.57 |
| Funding paid | 55.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 9 |
| Los Trades | 8 |
| Win Rate, % | 52.94 |
| Expectancy per trade | 22.7888 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.21 |
| Position max, % of margin balance | 245.84 |
| Max Drawdown | 1137.88 |
| Max Drawdown, % | 66.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3094 |
| Recovery Factor (Total PnL / Max DD) | 0.3282 |
| Sharpe ratio (monthly) | 0.4981 |
| Sortino ratio (monthly) | 0.8878 |
| CAGR, % | 14.04 |
| Calmar ratio (CAGR / Max DD%) | 0.2119 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 387.41 | Fee: 11.52 | Vol: 32049.37
Realized PnL by Symbol
Details
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