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
1099.81
Total PnL
99.81 (9.98%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1121.81 (66.59%)
Total Fees
8.99
Position avg (max), %
82.58 (246.59)
Profit Factor
1.11
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 | -5.34% | 45.48% | 8.68% | -8.42% | -15.59% | -10.36% | -33.29% | 41.21% | -3.15% | -12.08% | 8.35% | -11.99% | -20.69% |
| 2025 | -1.27% | 26.04% | 8.15% | 0.64% | -12.81% | -21.75% | 8.73% | 22.05% | -4.30% | 4.40% | 11.63% | 0.38% | 37.27% |
| 2026 | 6.36% | 5.55% | -5.96% | 5.22% | -9.01% | 0.00% | — | — | — | — | — | — | 1.07% |
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 | 1099.81 |
| Min balance | 562.75 |
| Max balance | 1684.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 1.58 |
| Best month, % | 45.48 |
| Worst month, % | -33.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 99.81 |
| Total PnL, % | 9.98 |
| Gross profit | 1228.69 |
| Gross loss | 1107.03 |
| Trading volume (USDT) | 25020.70 |
| Total transactions (buy/sell) | 16 |
| Total fees | 8.99 |
| Funding net | -12.86 |
| Funding accrued (received) | 41.79 |
| Funding paid | 54.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 8.6897 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.58 |
| Position max, % of margin balance | 246.59 |
| Max Drawdown | 1121.81 |
| Max Drawdown, % | 66.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1099 |
| Recovery Factor (Total PnL / Max DD) | 0.0890 |
| Sharpe ratio (monthly) | 0.3354 |
| Sortino ratio (monthly) | 0.5858 |
| CAGR, % | 4.02 |
| Calmar ratio (CAGR / Max DD%) | 0.0603 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 121.66 | Fee: 8.99 | Vol: 25020.70
Realized PnL by Symbol
Details
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