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
1141.49
Total PnL
141.49 (14.15%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
1130.94 (66.16%)
Total Fees
10.57
Position avg (max), %
88.08 (239.88)
Profit Factor
1.12
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 | -4.65% | 46.25% | 8.78% | -8.61% | -15.41% | -10.23% | -32.79% | 40.29% | -3.10% | -11.88% | 12.86% | -11.70% | -15.54% |
| 2025 | -1.23% | 25.73% | 8.07% | 0.63% | -12.70% | -16.66% | 10.17% | 22.17% | -3.40% | -25.96% | 27.20% | 0.78% | 21.26% |
| 2026 | 13.01% | 10.69% | -7.48% | 4.46% | -7.76% | 0.00% | — | — | — | — | — | — | 11.51% |
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 | 1141.49 |
| Min balance | 578.50 |
| Max balance | 1709.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.44 |
| Average monthly return (arithmetic), % | 1.92 |
| Best month, % | 46.25 |
| Worst month, % | -32.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 141.49 |
| Total PnL, % | 14.15 |
| Gross profit | 1494.48 |
| Gross loss | 1335.39 |
| Trading volume (USDT) | 29397.99 |
| Total transactions (buy/sell) | 18 |
| Total fees | 10.57 |
| Funding net | -7.03 |
| Funding accrued (received) | 49.53 |
| Funding paid | 56.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 9.9431 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.08 |
| Position max, % of margin balance | 239.88 |
| Max Drawdown | 1130.94 |
| Max Drawdown, % | 66.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1191 |
| Recovery Factor (Total PnL / Max DD) | 0.1251 |
| Sharpe ratio (monthly) | 0.3772 |
| Sortino ratio (monthly) | 0.6596 |
| CAGR, % | 5.63 |
| Calmar ratio (CAGR / Max DD%) | 0.0851 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 159.09 | Fee: 10.57 | Vol: 29397.99
Realized PnL by Symbol
Details
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