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
998.23
Total PnL
-1.77 (-0.18%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1157.94 (68.76%)
Total Fees
8.73
Position avg (max), %
84.58 (246.85)
Profit Factor
1.02
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 | -5.40% | 45.51% | 8.68% | -8.43% | -15.60% | -10.37% | -33.31% | 41.24% | -3.16% | -12.09% | 8.35% | -12.00% | -20.75% |
| 2025 | -13.50% | 31.31% | 9.40% | 0.73% | -14.60% | -22.89% | 9.73% | 22.62% | -4.40% | 4.50% | 11.88% | 0.39% | 24.45% |
| 2026 | 6.48% | 5.65% | -5.99% | 5.21% | -8.99% | 0.00% | — | — | — | — | — | — | 1.27% |
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 | 998.23 |
| Min balance | 526.03 |
| Max balance | 1683.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.00 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 45.51 |
| Worst month, % | -33.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -1.77 |
| Total PnL, % | -0.18 |
| Gross profit | 1090.54 |
| Gross loss | 1071.06 |
| Trading volume (USDT) | 24297.20 |
| Total transactions (buy/sell) | 16 |
| Total fees | 8.73 |
| Funding net | -12.52 |
| Funding accrued (received) | 40.89 |
| Funding paid | 53.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 1.3910 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.58 |
| Position max, % of margin balance | 246.85 |
| Max Drawdown | 1157.94 |
| Max Drawdown, % | 68.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0182 |
| Recovery Factor (Total PnL / Max DD) | -0.0015 |
| Sharpe ratio (monthly) | 0.2776 |
| Sortino ratio (monthly) | 0.4800 |
| CAGR, % | -0.07 |
| Calmar ratio (CAGR / Max DD%) | -0.0011 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 19.47 | Fee: 8.73 | Vol: 24297.20
Realized PnL by Symbol
Details
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