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
2776.23
Total PnL
1776.23 (177.62%)
Total Trades (Win/Los)
30 (8/22)
Win Rate
26.67%
Max Drawdown
802.07 (47.14%)
Total Fees
30.03
Position avg (max), %
80.71 (170.10)
Profit Factor
2.26
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 | -7.24% | 48.67% | 9.09% | -0.15% | -6.96% | -9.32% | -17.80% | 30.17% | -2.51% | -11.44% | 16.75% | -11.01% | 21.65% |
| 2025 | 13.35% | 20.24% | 6.64% | 0.53% | -10.59% | -18.70% | 29.03% | 19.46% | -1.06% | 2.00% | 18.60% | 0.57% | 97.04% |
| 2026 | 7.67% | 14.57% | -3.11% | 5.24% | -7.85% | 0.00% | — | — | — | — | — | — | 15.90% |
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 | 2776.23 |
| Min balance | 879.96 |
| Max balance | 3235.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.46 |
| Average monthly return (arithmetic), % | 4.49 |
| Best month, % | 48.67 |
| Worst month, % | -18.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1776.23 |
| Total PnL, % | 177.62 |
| Gross profit | 3273.62 |
| Gross loss | 1448.53 |
| Trading volume (USDT) | 83528.20 |
| Total transactions (buy/sell) | 32 |
| Total fees | 30.03 |
| Funding net | -18.83 |
| Funding accrued (received) | 70.88 |
| Funding paid | 89.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 8 |
| Los Trades | 22 |
| Win Rate, % | 26.67 |
| Expectancy per trade | 60.8365 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.71 |
| Position max, % of margin balance | 170.10 |
| Max Drawdown | 802.07 |
| Max Drawdown, % | 47.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2600 |
| Recovery Factor (Total PnL / Max DD) | 2.2145 |
| Sharpe ratio (monthly) | 1.0314 |
| Sortino ratio (monthly) | 2.3676 |
| CAGR, % | 52.63 |
| Calmar ratio (CAGR / Max DD%) | 1.1165 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1825.09 | Fee: 30.03 | Vol: 83528.20
Realized PnL by Symbol
Details
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