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
2744.01
Total PnL
1744.01 (174.40%)
Total Trades (Win/Los)
40 (6/34)
Win Rate
15.00%
Max Drawdown
1214.76 (52.83%)
Total Fees
61.61
Position avg (max), %
84.58 (153.07)
Profit Factor
2.94
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 | 0.70% | 45.88% | 8.73% | -17.89% | 24.76% | -9.21% | -15.36% | 18.02% | -1.65% | 1.96% | 40.78% | -9.58% | 89.42% |
| 2025 | -1.37% | -21.06% | 16.36% | 1.19% | -23.77% | 2.28% | 41.58% | 19.39% | -1.18% | -1.44% | 17.16% | 0.53% | 38.59% |
| 2026 | 4.66% | 14.05% | -6.97% | 1.29% | -7.01% | 0.00% | — | — | — | — | — | — | 4.59% |
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 | 2744.01 |
| Min balance | 958.28 |
| Max balance | 3297.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.42 |
| Average monthly return (arithmetic), % | 4.76 |
| Best month, % | 45.88 |
| Worst month, % | -23.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1744.01 |
| Total PnL, % | 174.40 |
| Gross profit | 2773.45 |
| Gross loss | 943.14 |
| Trading volume (USDT) | 171225.21 |
| Total transactions (buy/sell) | 41 |
| Total fees | 61.61 |
| Funding net | -24.68 |
| Funding accrued (received) | 80.47 |
| Funding paid | 105.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 6 |
| Los Trades | 34 |
| Win Rate, % | 15.00 |
| Expectancy per trade | 45.7578 |
| Max consecutive wins | 2 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.58 |
| Position max, % of margin balance | 153.07 |
| Max Drawdown | 1214.76 |
| Max Drawdown, % | 52.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.9407 |
| Recovery Factor (Total PnL / Max DD) | 1.4357 |
| Sharpe ratio (monthly) | 0.9604 |
| Sortino ratio (monthly) | 2.1019 |
| CAGR, % | 51.89 |
| Calmar ratio (CAGR / Max DD%) | 0.9822 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1830.31 | Fee: 61.61 | Vol: 171225.21
Realized PnL by Symbol
Details
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