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
2245.67
Total PnL
1245.67 (124.57%)
Total Trades (Win/Los)
84 (7/77)
Win Rate
8.33%
Max Drawdown
832.60 (51.34%)
Total Fees
99.64
Position avg (max), %
85.49 (140.24)
Profit Factor
2.47
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 | -21.58% | 33.36% | 8.92% | -18.24% | 25.36% | -9.39% | 5.62% | 13.08% | -1.25% | -12.12% | 33.22% | -10.83% | 30.24% |
| 2025 | -1.58% | -18.14% | 15.33% | 1.12% | -22.49% | 4.76% | 47.04% | 18.04% | -3.71% | -1.67% | 19.70% | 0.60% | 50.98% |
| 2026 | 13.20% | 13.78% | -4.21% | -2.77% | -4.74% | 0.00% | — | — | — | — | — | — | 14.28% |
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 | 2245.67 |
| Min balance | 720.23 |
| Max balance | 2663.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.74 |
| Average monthly return (arithmetic), % | 4.01 |
| Best month, % | 47.04 |
| Worst month, % | -22.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1245.67 |
| Total PnL, % | 124.57 |
| Gross profit | 2305.05 |
| Gross loss | 935.06 |
| Trading volume (USDT) | 276820.68 |
| Total transactions (buy/sell) | 85 |
| Total fees | 99.64 |
| Funding net | -24.69 |
| Funding accrued (received) | 58.59 |
| Funding paid | 83.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 7 |
| Los Trades | 77 |
| Win Rate, % | 8.33 |
| Expectancy per trade | 16.3094 |
| Max consecutive wins | 2 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.49 |
| Position max, % of margin balance | 140.24 |
| Max Drawdown | 832.60 |
| Max Drawdown, % | 51.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4651 |
| Recovery Factor (Total PnL / Max DD) | 1.4961 |
| Sharpe ratio (monthly) | 0.8378 |
| Sortino ratio (monthly) | 1.6801 |
| CAGR, % | 39.80 |
| Calmar ratio (CAGR / Max DD%) | 0.7751 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1369.99 | Fee: 99.64 | Vol: 276820.68
Realized PnL by Symbol
Details
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