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
1629.41
Total PnL
629.41 (62.94%)
Total Trades (Win/Los)
20 (6/14)
Win Rate
30.00%
Max Drawdown
1086.48 (63.85%)
Total Fees
16.00
Position avg (max), %
91.49 (184.65)
Profit Factor
1.74
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 | -7.24% | 48.67% | 9.09% | -18.56% | 25.90% | -9.55% | -21.93% | 20.13% | -1.81% | -12.61% | 23.40% | -11.14% | 23.12% |
| 2025 | -1.63% | -27.17% | 18.71% | 1.33% | -26.62% | 2.65% | 29.46% | 20.24% | -1.56% | 1.69% | 18.14% | 0.56% | 20.19% |
| 2026 | 7.02% | 14.68% | -3.43% | 0.91% | -7.88% | 0.00% | — | — | — | — | — | — | 10.19% |
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 | 1629.41 |
| Min balance | 615.07 |
| Max balance | 1915.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.64 |
| Average monthly return (arithmetic), % | 3.05 |
| Best month, % | 48.67 |
| Worst month, % | -27.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 629.41 |
| Total PnL, % | 62.94 |
| Gross profit | 1572.63 |
| Gross loss | 903.76 |
| Trading volume (USDT) | 44508.24 |
| Total transactions (buy/sell) | 22 |
| Total fees | 16.00 |
| Funding net | -23.47 |
| Funding accrued (received) | 54.41 |
| Funding paid | 77.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 6 |
| Los Trades | 14 |
| Win Rate, % | 30.00 |
| Expectancy per trade | 33.4438 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.49 |
| Position max, % of margin balance | 184.65 |
| Max Drawdown | 1086.48 |
| Max Drawdown, % | 63.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7401 |
| Recovery Factor (Total PnL / Max DD) | 0.5793 |
| Sharpe ratio (monthly) | 0.6164 |
| Sortino ratio (monthly) | 1.0972 |
| CAGR, % | 22.41 |
| Calmar ratio (CAGR / Max DD%) | 0.3509 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 668.88 | Fee: 16.00 | Vol: 44508.24
Realized PnL by Symbol
Details
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