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
1790.26
Total PnL
790.26 (79.03%)
Total Trades (Win/Los)
49 (7/42)
Win Rate
14.29%
Max Drawdown
1036.39 (60.47%)
Total Fees
45.22
Position avg (max), %
90.84 (180.52)
Profit Factor
1.77
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 | -6.00% | 48.03% | 9.00% | -18.41% | 25.64% | -9.47% | -15.68% | 17.86% | -1.64% | -10.15% | 20.72% | -10.86% | 33.03% |
| 2025 | -1.58% | -26.28% | 18.41% | 1.32% | -26.27% | 2.61% | 41.60% | 19.61% | -1.49% | 2.37% | 17.43% | 0.54% | 32.79% |
| 2026 | 8.16% | 14.76% | -8.16% | -0.38% | -10.69% | 0.00% | — | — | — | — | — | — | 1.42% |
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 | 1790.26 |
| Min balance | 677.56 |
| Max balance | 2312.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.96 |
| Average monthly return (arithmetic), % | 3.37 |
| Best month, % | 48.03 |
| Worst month, % | -26.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 790.26 |
| Total PnL, % | 79.03 |
| Gross profit | 1992.97 |
| Gross loss | 1127.86 |
| Trading volume (USDT) | 125782.78 |
| Total transactions (buy/sell) | 54 |
| Total fees | 45.22 |
| Funding net | -29.62 |
| Funding accrued (received) | 58.29 |
| Funding paid | 87.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 7 |
| Los Trades | 42 |
| Win Rate, % | 14.29 |
| Expectancy per trade | 17.6553 |
| Max consecutive wins | 2 |
| Max consecutive losses | 28 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.84 |
| Position max, % of margin balance | 180.52 |
| Max Drawdown | 1036.39 |
| Max Drawdown, % | 60.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7670 |
| Recovery Factor (Total PnL / Max DD) | 0.7625 |
| Sharpe ratio (monthly) | 0.6729 |
| Sortino ratio (monthly) | 1.2772 |
| CAGR, % | 27.27 |
| Calmar ratio (CAGR / Max DD%) | 0.4510 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 865.11 | Fee: 45.22 | Vol: 125782.78
Realized PnL by Symbol
Details
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