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
1739.07
Total PnL
739.07 (73.91%)
Total Trades (Win/Los)
18 (6/12)
Win Rate
33.33%
Max Drawdown
1142.98 (63.53%)
Total Fees
15.84
Position avg (max), %
88.55 (186.45)
Profit Factor
1.95
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% | -21.33% | 20.02% | -1.80% | -12.62% | 23.38% | -11.18% | 31.87% |
| 2025 | -1.63% | -27.26% | 18.84% | 1.34% | -26.77% | 2.67% | 35.65% | 19.82% | -6.45% | 11.13% | 10.24% | 0.34% | 21.09% |
| 2026 | 5.68% | 14.95% | -3.48% | 0.88% | -7.86% | 0.00% | — | — | — | — | — | — | 8.98% |
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 | 1739.07 |
| Min balance | 656.00 |
| Max balance | 2047.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.86 |
| Average monthly return (arithmetic), % | 3.25 |
| Best month, % | 45.88 |
| Worst month, % | -27.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 739.07 |
| Total PnL, % | 73.91 |
| Gross profit | 1613.90 |
| Gross loss | 825.90 |
| Trading volume (USDT) | 44056.68 |
| Total transactions (buy/sell) | 19 |
| Total fees | 15.84 |
| Funding net | -33.08 |
| Funding accrued (received) | 52.41 |
| Funding paid | 85.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 6 |
| Los Trades | 12 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 43.7777 |
| Max consecutive wins | 2 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.55 |
| Position max, % of margin balance | 186.45 |
| Max Drawdown | 1142.98 |
| Max Drawdown, % | 63.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9541 |
| Recovery Factor (Total PnL / Max DD) | 0.6466 |
| Sharpe ratio (monthly) | 0.6625 |
| Sortino ratio (monthly) | 1.1812 |
| CAGR, % | 25.75 |
| Calmar ratio (CAGR / Max DD%) | 0.4053 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 788.00 | Fee: 15.84 | Vol: 44056.68
Realized PnL by Symbol
Details
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