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
2021.21
Total PnL
1021.21 (102.12%)
Total Trades (Win/Los)
48 (8/40)
Win Rate
16.67%
Max Drawdown
647.14 (25.58%)
Total Fees
42.63
Position avg (max), %
80.01 (114.70)
Profit Factor
1.80
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 | -19.77% | 39.74% | 8.84% | -18.10% | 25.11% | -9.32% | -24.66% | 21.39% | -1.90% | -12.85% | 39.84% | -10.59% | 10.84% |
| 2025 | -21.64% | 30.89% | 9.31% | 0.72% | -14.47% | -2.48% | 39.04% | 15.83% | -2.31% | -6.91% | 19.90% | 0.60% | 66.38% |
| 2026 | 15.01% | 13.53% | -8.77% | 3.35% | -10.92% | 0.00% | — | — | — | — | — | — | 9.67% |
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 | 2021.21 |
| Min balance | 764.21 |
| Max balance | 2530.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.38 |
| Average monthly return (arithmetic), % | 3.95 |
| Best month, % | 39.84 |
| Worst month, % | -24.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1021.21 |
| Total PnL, % | 102.12 |
| Gross profit | 2447.70 |
| Gross loss | 1362.05 |
| Trading volume (USDT) | 118464.02 |
| Total transactions (buy/sell) | 49 |
| Total fees | 42.63 |
| Funding net | -21.81 |
| Funding accrued (received) | 53.96 |
| Funding paid | 75.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 8 |
| Los Trades | 40 |
| Win Rate, % | 16.67 |
| Expectancy per trade | 22.6177 |
| Max consecutive wins | 2 |
| Max consecutive losses | 14 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 80.01 |
| Position max, % of margin balance | 114.70 |
| Max Drawdown | 647.14 |
| Max Drawdown, % | 25.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7971 |
| Recovery Factor (Total PnL / Max DD) | 1.5780 |
| Sharpe ratio (monthly) | 0.7443 |
| Sortino ratio (monthly) | 1.4611 |
| CAGR, % | 33.83 |
| Calmar ratio (CAGR / Max DD%) | 1.3227 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1085.65 | Fee: 42.63 | Vol: 118464.02
Realized PnL by Symbol
Details
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