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
1168.98
Total PnL
168.98 (16.90%)
Total Trades (Win/Los)
18 (6/12)
Win Rate
33.33%
Max Drawdown
1087.45 (71.02%)
Total Fees
11.62
Position avg (max), %
93.15 (190.37)
Profit Factor
1.22
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% | -22.87% | 21.29% | -1.90% | -23.41% | 16.46% | -11.35% | -9.57% |
| 2025 | -1.66% | -27.78% | 19.11% | 1.36% | -27.09% | 2.72% | 30.07% | 20.58% | -1.71% | 1.97% | 18.09% | 0.56% | 19.86% |
| 2026 | 6.75% | 14.54% | -3.40% | -0.73% | -7.96% | 0.00% | — | — | — | — | — | — | 7.93% |
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 | 1168.98 |
| Min balance | 443.64 |
| Max balance | 1531.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.52 |
| Average monthly return (arithmetic), % | 2.13 |
| Best month, % | 51.78 |
| Worst month, % | -27.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 168.98 |
| Total PnL, % | 16.90 |
| Gross profit | 1123.02 |
| Gross loss | 922.67 |
| Trading volume (USDT) | 32343.94 |
| Total transactions (buy/sell) | 20 |
| Total fees | 11.62 |
| Funding net | -19.75 |
| Funding accrued (received) | 43.16 |
| Funding paid | 62.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 6 |
| Los Trades | 12 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 11.1302 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.15 |
| Position max, % of margin balance | 190.37 |
| Max Drawdown | 1087.45 |
| Max Drawdown, % | 71.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2171 |
| Recovery Factor (Total PnL / Max DD) | 0.1554 |
| Sharpe ratio (monthly) | 0.4044 |
| Sortino ratio (monthly) | 0.6726 |
| CAGR, % | 6.68 |
| Calmar ratio (CAGR / Max DD%) | 0.0940 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 200.34 | Fee: 11.62 | Vol: 32343.94
Realized PnL by Symbol
Details
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