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
1183.77
Total PnL
183.77 (18.38%)
Total Trades (Win/Los)
15 (9/6)
Win Rate
60.00%
Max Drawdown
1157.94 (68.76%)
Total Fees
9.49
Position avg (max), %
84.80 (246.85)
Profit Factor
1.20
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 | -5.40% | 45.51% | 8.68% | -8.43% | -15.60% | -10.37% | -33.31% | 41.24% | -3.16% | -12.09% | 8.35% | -12.00% | -20.75% |
| 2025 | -13.50% | 31.31% | 9.40% | 0.73% | -14.60% | -22.89% | 9.73% | 22.62% | -4.40% | 4.50% | 11.88% | 0.39% | 24.45% |
| 2026 | 6.48% | 5.65% | -5.99% | 5.21% | 7.93% | 0.00% | — | — | — | — | — | — | 20.09% |
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 | 1183.77 |
| Min balance | 526.03 |
| Max balance | 1683.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.57 |
| Average monthly return (arithmetic), % | 1.93 |
| Best month, % | 45.51 |
| Worst month, % | -33.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 183.77 |
| Total PnL, % | 18.38 |
| Gross profit | 1199.00 |
| Gross loss | 997.28 |
| Trading volume (USDT) | 26406.18 |
| Total transactions (buy/sell) | 17 |
| Total fees | 9.49 |
| Funding net | -8.46 |
| Funding accrued (received) | 43.15 |
| Funding paid | 51.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 15 |
| Win Trades | 9 |
| Los Trades | 6 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 13.4479 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.80 |
| Position max, % of margin balance | 246.85 |
| Max Drawdown | 1157.94 |
| Max Drawdown, % | 68.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2023 |
| Recovery Factor (Total PnL / Max DD) | 0.1587 |
| Sharpe ratio (monthly) | 0.3939 |
| Sortino ratio (monthly) | 0.6878 |
| CAGR, % | 7.24 |
| Calmar ratio (CAGR / Max DD%) | 0.1052 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 201.72 | Fee: 9.49 | Vol: 26406.18
Realized PnL by Symbol
Details
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