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
2294.08
Total PnL
1294.08 (129.41%)
Total Trades (Win/Los)
46 (6/40)
Win Rate
13.04%
Max Drawdown
1004.57 (54.64%)
Total Fees
54.39
Position avg (max), %
86.84 (149.33)
Profit Factor
2.24
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 | -3.27% | 46.68% | 8.83% | -18.09% | 25.09% | -9.31% | -24.43% | 21.57% | -1.92% | -6.13% | 36.59% | -10.71% | 48.03% |
| 2025 | -1.55% | -22.25% | 16.06% | 1.17% | -23.41% | -3.51% | 51.20% | 19.09% | 0.81% | -1.18% | 17.25% | 0.54% | 40.45% |
| 2026 | 15.37% | 14.03% | -8.82% | 3.33% | -10.91% | 0.00% | — | — | — | — | — | — | 10.42% |
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 | 2294.08 |
| Min balance | 833.98 |
| Max balance | 2878.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.81 |
| Average monthly return (arithmetic), % | 4.40 |
| Best month, % | 51.20 |
| Worst month, % | -24.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1294.08 |
| Total PnL, % | 129.41 |
| Gross profit | 2488.98 |
| Gross loss | 1109.48 |
| Trading volume (USDT) | 151152.74 |
| Total transactions (buy/sell) | 47 |
| Total fees | 54.39 |
| Funding net | -31.02 |
| Funding accrued (received) | 64.15 |
| Funding paid | 95.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 6 |
| Los Trades | 40 |
| Win Rate, % | 13.04 |
| Expectancy per trade | 29.9890 |
| Max consecutive wins | 1 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.84 |
| Position max, % of margin balance | 149.33 |
| Max Drawdown | 1004.57 |
| Max Drawdown, % | 54.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2434 |
| Recovery Factor (Total PnL / Max DD) | 1.2882 |
| Sharpe ratio (monthly) | 0.8143 |
| Sortino ratio (monthly) | 1.6941 |
| CAGR, % | 41.04 |
| Calmar ratio (CAGR / Max DD%) | 0.7510 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1379.49 | Fee: 54.39 | Vol: 151152.74
Realized PnL by Symbol
Details
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