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
2347.70
Total PnL
1347.70 (134.77%)
Total Trades (Win/Los)
14 (8/6)
Win Rate
57.14%
Max Drawdown
844.06 (32.83%)
Total Fees
15.17
Position avg (max), %
79.99 (127.05)
Profit Factor
2.46
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% | -27.12% | 23.34% | -2.05% | -9.06% | 43.57% | -9.97% | 28.96% |
| 2025 | -0.34% | 25.89% | 8.11% | 0.63% | -12.75% | 1.07% | 27.17% | 16.43% | -0.98% | -14.26% | 22.27% | 0.66% | 86.24% |
| 2026 | -3.32% | 15.77% | -3.64% | -0.89% | -8.48% | 0.00% | — | — | — | — | — | — | -2.18% |
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 | 2347.70 |
| Min balance | 766.83 |
| Max balance | 2844.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.89 |
| Average monthly return (arithmetic), % | 4.41 |
| Best month, % | 51.78 |
| Worst month, % | -27.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1347.70 |
| Total PnL, % | 134.77 |
| Gross profit | 2301.69 |
| Gross loss | 933.95 |
| Trading volume (USDT) | 42223.57 |
| Total transactions (buy/sell) | 16 |
| Total fees | 15.17 |
| Funding net | -4.88 |
| Funding accrued (received) | 73.98 |
| Funding paid | 78.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 8 |
| Los Trades | 6 |
| Win Rate, % | 57.14 |
| Expectancy per trade | 97.6961 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.99 |
| Position max, % of margin balance | 127.05 |
| Max Drawdown | 844.06 |
| Max Drawdown, % | 32.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4645 |
| Recovery Factor (Total PnL / Max DD) | 1.5967 |
| Sharpe ratio (monthly) | 0.8343 |
| Sortino ratio (monthly) | 1.7801 |
| CAGR, % | 42.39 |
| Calmar ratio (CAGR / Max DD%) | 1.2914 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1367.75 | Fee: 15.17 | Vol: 42223.57
Realized PnL by Symbol
Details
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