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
1099.69
Total PnL
99.69 (9.97%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
1086.31 (66.38%)
Total Fees
11.02
Position avg (max), %
87.96 (245.71)
Profit Factor
1.09
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% | -8.63% | -15.03% | -10.32% | -33.18% | 41.09% | -3.15% | -12.01% | 12.82% | -11.78% | -19.11% |
| 2025 | -1.25% | 25.53% | 8.02% | 0.63% | -12.62% | -16.72% | 10.62% | 22.34% | -3.46% | -22.93% | 26.13% | 0.75% | 25.44% |
| 2026 | 12.60% | 10.39% | -7.33% | 4.40% | -9.82% | 0.00% | — | — | — | — | — | — | 8.46% |
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 | 1099.69 |
| Min balance | 550.29 |
| Max balance | 1636.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 1.78 |
| Best month, % | 45.82 |
| Worst month, % | -33.18 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 99.69 |
| Total PnL, % | 9.97 |
| Gross profit | 1424.60 |
| Gross loss | 1307.89 |
| Trading volume (USDT) | 30666.68 |
| Total transactions (buy/sell) | 19 |
| Total fees | 11.02 |
| Funding net | -6.00 |
| Funding accrued (received) | 48.13 |
| Funding paid | 54.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | 6.8653 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.96 |
| Position max, % of margin balance | 245.71 |
| Max Drawdown | 1086.31 |
| Max Drawdown, % | 66.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0892 |
| Recovery Factor (Total PnL / Max DD) | 0.0918 |
| Sharpe ratio (monthly) | 0.3507 |
| Sortino ratio (monthly) | 0.6151 |
| CAGR, % | 4.01 |
| Calmar ratio (CAGR / Max DD%) | 0.0605 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 116.71 | Fee: 11.02 | Vol: 30666.68
Realized PnL by Symbol
Details
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