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
2413.59
Total PnL
1413.59 (141.36%)
Total Trades (Win/Los)
28 (6/22)
Win Rate
21.43%
Max Drawdown
1022.02 (54.10%)
Total Fees
35.22
Position avg (max), %
85.74 (147.76)
Profit Factor
2.80
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 | -4.63% | 47.34% | 8.92% | -18.25% | 25.36% | -9.39% | -15.65% | 18.29% | -1.67% | -11.61% | 38.30% | -10.64% | 52.31% |
| 2025 | -1.54% | -22.08% | 15.94% | 1.16% | -23.25% | 2.22% | 40.98% | 19.17% | -6.28% | 14.93% | 12.06% | 0.39% | 43.71% |
| 2026 | 11.21% | 13.01% | -6.76% | 1.27% | -7.02% | 0.00% | — | — | — | — | — | — | 10.34% |
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 | 2413.59 |
| Min balance | 867.18 |
| Max balance | 2885.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.98 |
| Average monthly return (arithmetic), % | 4.39 |
| Best month, % | 47.34 |
| Worst month, % | -23.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1413.59 |
| Total PnL, % | 141.36 |
| Gross profit | 2309.37 |
| Gross loss | 824.47 |
| Trading volume (USDT) | 97897.14 |
| Total transactions (buy/sell) | 29 |
| Total fees | 35.22 |
| Funding net | -36.09 |
| Funding accrued (received) | 62.45 |
| Funding paid | 98.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 6 |
| Los Trades | 22 |
| Win Rate, % | 21.43 |
| Expectancy per trade | 53.0322 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.74 |
| Position max, % of margin balance | 147.76 |
| Max Drawdown | 1022.02 |
| Max Drawdown, % | 54.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8010 |
| Recovery Factor (Total PnL / Max DD) | 1.3831 |
| Sharpe ratio (monthly) | 0.8660 |
| Sortino ratio (monthly) | 1.8172 |
| CAGR, % | 44.03 |
| Calmar ratio (CAGR / Max DD%) | 0.8140 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1484.90 | Fee: 35.22 | Vol: 97897.14
Realized PnL by Symbol
Details
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