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
1351.39
Total PnL
351.39 (35.14%)
Total Trades (Win/Los)
20 (8/12)
Win Rate
40.00%
Max Drawdown
970.56 (63.39%)
Total Fees
14.10
Position avg (max), %
88.00 (234.87)
Profit Factor
1.28
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% | -4.88% | -13.37% | -9.87% | -31.76% | 39.60% | -3.07% | -8.92% | 13.36% | -11.73% | -15.77% |
| 2025 | -0.53% | 24.34% | 7.72% | 0.61% | -12.19% | -16.58% | 29.45% | 20.20% | -1.73% | -13.16% | 22.16% | 0.66% | 60.32% |
| 2026 | -0.32% | 15.44% | -9.76% | 5.40% | -8.50% | 0.00% | — | — | — | — | — | — | 0.15% |
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 | 1351.39 |
| Min balance | 560.54 |
| Max balance | 1642.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.01 |
| Average monthly return (arithmetic), % | 2.50 |
| Best month, % | 51.78 |
| Worst month, % | -31.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 351.39 |
| Total PnL, % | 35.14 |
| Gross profit | 1739.59 |
| Gross loss | 1364.09 |
| Trading volume (USDT) | 39238.79 |
| Total transactions (buy/sell) | 22 |
| Total fees | 14.10 |
| Funding net | -10.01 |
| Funding accrued (received) | 51.00 |
| Funding paid | 61.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 8 |
| Los Trades | 12 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 18.7752 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.00 |
| Position max, % of margin balance | 234.87 |
| Max Drawdown | 970.56 |
| Max Drawdown, % | 63.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2753 |
| Recovery Factor (Total PnL / Max DD) | 0.3620 |
| Sharpe ratio (monthly) | 0.4818 |
| Sortino ratio (monthly) | 0.9189 |
| CAGR, % | 13.28 |
| Calmar ratio (CAGR / Max DD%) | 0.2095 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 375.50 | Fee: 14.10 | Vol: 39238.79
Realized PnL by Symbol
Details
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