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
1875.55
Total PnL
875.55 (87.55%)
Total Trades (Win/Los)
131 (7/124)
Win Rate
5.34%
Max Drawdown
1075.35 (62.17%)
Total Fees
112.24
Position avg (max), %
87.05 (155.77)
Profit Factor
2.23
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 | -4.42% | 47.24% | 8.90% | -18.22% | 25.32% | -9.38% | -15.63% | 18.26% | -1.67% | -23.16% | 26.49% | -10.81% | 21.06% |
| 2025 | -1.57% | -24.97% | 16.57% | 1.20% | -24.03% | 2.31% | 35.72% | 19.44% | -1.17% | 2.44% | 17.44% | 0.54% | 31.23% |
| 2026 | 8.18% | 14.68% | -1.79% | 5.24% | -7.86% | 0.00% | — | — | — | — | — | — | 18.14% |
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 | 1875.55 |
| Min balance | 654.36 |
| Max balance | 2186.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.12 |
| Average monthly return (arithmetic), % | 3.51 |
| Best month, % | 47.24 |
| Worst month, % | -24.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 875.55 |
| Total PnL, % | 87.55 |
| Gross profit | 1844.79 |
| Gross loss | 827.24 |
| Trading volume (USDT) | 311940.44 |
| Total transactions (buy/sell) | 136 |
| Total fees | 112.24 |
| Funding net | -29.76 |
| Funding accrued (received) | 51.60 |
| Funding paid | 81.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 131 |
| Win Trades | 7 |
| Los Trades | 124 |
| Win Rate, % | 5.34 |
| Expectancy per trade | 7.7676 |
| Max consecutive wins | 2 |
| Max consecutive losses | 114 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.05 |
| Position max, % of margin balance | 155.77 |
| Max Drawdown | 1075.35 |
| Max Drawdown, % | 62.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2301 |
| Recovery Factor (Total PnL / Max DD) | 0.8142 |
| Sharpe ratio (monthly) | 0.7106 |
| Sortino ratio (monthly) | 1.3036 |
| CAGR, % | 29.75 |
| Calmar ratio (CAGR / Max DD%) | 0.4785 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1017.55 | Fee: 112.24 | Vol: 311940.44
Realized PnL by Symbol
Details
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