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
1853.48
Total PnL
853.48 (85.35%)
Total Trades (Win/Los)
18 (8/10)
Win Rate
44.44%
Max Drawdown
813.85 (53.15%)
Total Fees
14.84
Position avg (max), %
79.97 (138.27)
Profit Factor
1.88
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 | -18.89% | 51.78% | 9.47% | -19.28% | 27.13% | -9.91% | -23.42% | 21.45% | -1.91% | -23.68% | 17.06% | -11.40% | -10.02% |
| 2025 | 1.88% | 24.59% | 7.78% | 0.61% | -12.28% | 1.02% | 27.39% | 16.43% | -0.79% | -11.40% | 21.87% | 0.65% | 95.08% |
| 2026 | 4.17% | 15.15% | -3.52% | -0.83% | -7.93% | 0.00% | — | — | — | — | — | — | 5.67% |
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 | 1853.48 |
| Min balance | 717.25 |
| Max balance | 2223.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.08 |
| Average monthly return (arithmetic), % | 3.44 |
| Best month, % | 51.78 |
| Worst month, % | -23.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 853.48 |
| Total PnL, % | 85.35 |
| Gross profit | 1888.06 |
| Gross loss | 1006.44 |
| Trading volume (USDT) | 41302.74 |
| Total transactions (buy/sell) | 20 |
| Total fees | 14.84 |
| Funding net | -13.31 |
| Funding accrued (received) | 55.39 |
| Funding paid | 68.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 8 |
| Los Trades | 10 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 48.9793 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.97 |
| Position max, % of margin balance | 138.27 |
| Max Drawdown | 813.85 |
| Max Drawdown, % | 53.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8760 |
| Recovery Factor (Total PnL / Max DD) | 1.0487 |
| Sharpe ratio (monthly) | 0.6980 |
| Sortino ratio (monthly) | 1.3251 |
| CAGR, % | 29.11 |
| Calmar ratio (CAGR / Max DD%) | 0.5477 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 881.63 | Fee: 14.84 | Vol: 41302.74
Realized PnL by Symbol
Details
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