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
2565.35
Total PnL
1565.35 (156.54%)
Total Trades (Win/Los)
28 (6/22)
Win Rate
21.43%
Max Drawdown
1022.02 (53.93%)
Total Fees
35.66
Position avg (max), %
86.78 (146.79)
Profit Factor
2.99
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 | -3.81% | 46.94% | 8.87% | -18.15% | 25.19% | -9.34% | -15.56% | 18.17% | -1.66% | -11.63% | 37.98% | -10.61% | 52.89% |
| 2025 | -1.54% | -22.00% | 15.86% | 1.16% | -23.15% | 2.20% | 40.76% | 19.10% | 0.86% | 2.12% | 19.10% | 0.58% | 46.22% |
| 2026 | 15.26% | 13.63% | -6.89% | 1.25% | -7.00% | 0.00% | — | — | — | — | — | — | 14.83% |
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 | 2565.35 |
| Min balance | 872.92 |
| Max balance | 3077.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.19 |
| Average monthly return (arithmetic), % | 4.59 |
| Best month, % | 46.94 |
| Worst month, % | -23.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1565.35 |
| Total PnL, % | 156.54 |
| Gross profit | 2448.17 |
| Gross loss | 819.14 |
| Trading volume (USDT) | 99117.33 |
| Total transactions (buy/sell) | 29 |
| Total fees | 35.66 |
| Funding net | -28.01 |
| Funding accrued (received) | 69.54 |
| Funding paid | 97.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 6 |
| Los Trades | 22 |
| Win Rate, % | 21.43 |
| Expectancy per trade | 58.1795 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.78 |
| Position max, % of margin balance | 146.79 |
| Max Drawdown | 1022.02 |
| Max Drawdown, % | 53.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.9887 |
| Recovery Factor (Total PnL / Max DD) | 1.5316 |
| Sharpe ratio (monthly) | 0.9091 |
| Sortino ratio (monthly) | 1.9267 |
| CAGR, % | 47.72 |
| Calmar ratio (CAGR / Max DD%) | 0.8847 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1629.03 | Fee: 35.66 | Vol: 99117.33
Realized PnL by Symbol
Details
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