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
3298.03
Total PnL
2298.03 (229.80%)
Total Trades (Win/Los)
74 (9/65)
Win Rate
12.16%
Max Drawdown
1012.33 (34.80%)
Total Fees
103.68
Position avg (max), %
75.31 (114.36)
Profit Factor
3.38
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 | -15.16% | 48.27% | 9.03% | -18.47% | 25.74% | -9.50% | -15.82% | 18.42% | -1.68% | -6.69% | 31.54% | -10.84% | 36.47% |
| 2025 | 1.77% | 23.18% | 7.42% | 0.58% | -11.75% | -2.57% | 40.73% | 16.31% | -8.26% | -9.37% | 17.28% | 0.54% | 86.88% |
| 2026 | 15.27% | 13.97% | -1.66% | 5.29% | -4.86% | 0.00% | — | — | — | — | — | — | 29.41% |
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 | 3298.03 |
| Min balance | 833.43 |
| Max balance | 3725.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.06 |
| Average monthly return (arithmetic), % | 5.29 |
| Best month, % | 48.27 |
| Worst month, % | -18.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2298.03 |
| Total PnL, % | 229.80 |
| Gross profit | 3439.29 |
| Gross loss | 1018.43 |
| Trading volume (USDT) | 288173.52 |
| Total transactions (buy/sell) | 78 |
| Total fees | 103.68 |
| Funding net | -19.15 |
| Funding accrued (received) | 71.41 |
| Funding paid | 90.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 74 |
| Win Trades | 9 |
| Los Trades | 65 |
| Win Rate, % | 12.16 |
| Expectancy per trade | 32.7143 |
| Max consecutive wins | 3 |
| Max consecutive losses | 54 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 75.31 |
| Position max, % of margin balance | 114.36 |
| Max Drawdown | 1012.33 |
| Max Drawdown, % | 34.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.3771 |
| Recovery Factor (Total PnL / Max DD) | 2.2700 |
| Sharpe ratio (monthly) | 1.1051 |
| Sortino ratio (monthly) | 2.6786 |
| CAGR, % | 63.91 |
| Calmar ratio (CAGR / Max DD%) | 1.8363 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2420.86 | Fee: 103.68 | Vol: 288173.52
Realized PnL by Symbol
Details
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