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
3023.94
Total PnL
2023.94 (202.39%)
Total Trades (Win/Los)
18 (6/12)
Win Rate
33.33%
Max Drawdown
1100.37 (54.77%)
Total Fees
18.86
Position avg (max), %
85.05 (147.44)
Profit Factor
5.25
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% | -15.50% | 18.09% | -1.66% | -6.70% | 37.68% | -10.88% | 61.17% |
| 2025 | -1.58% | -22.86% | 15.91% | 1.16% | -23.22% | 2.21% | 40.95% | 19.16% | 0.85% | 2.14% | 19.19% | 0.59% | 44.90% |
| 2026 | 15.19% | 13.61% | -3.21% | 7.64% | -4.97% | 0.00% | — | — | — | — | — | — | 29.57% |
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 | 3023.94 |
| Min balance | 908.57 |
| Max balance | 3396.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.76 |
| Average monthly return (arithmetic), % | 5.12 |
| Best month, % | 46.68 |
| Worst month, % | -23.22 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2023.94 |
| Total PnL, % | 202.39 |
| Gross profit | 2552.91 |
| Gross loss | 486.37 |
| Trading volume (USDT) | 52476.36 |
| Total transactions (buy/sell) | 19 |
| Total fees | 18.86 |
| Funding net | -23.74 |
| Funding accrued (received) | 72.26 |
| Funding paid | 96.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 6 |
| Los Trades | 12 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 114.8079 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.05 |
| Position max, % of margin balance | 147.44 |
| Max Drawdown | 1100.37 |
| Max Drawdown, % | 54.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 5.2489 |
| Recovery Factor (Total PnL / Max DD) | 1.8393 |
| Sharpe ratio (monthly) | 1.0289 |
| Sortino ratio (monthly) | 2.2126 |
| CAGR, % | 58.13 |
| Calmar ratio (CAGR / Max DD%) | 1.0612 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2066.54 | Fee: 18.86 | Vol: 52476.36
Realized PnL by Symbol
Details
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