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
2799.50
Total PnL
1799.50 (179.95%)
Total Trades (Win/Los)
28 (8/20)
Win Rate
28.57%
Max Drawdown
1038.76 (51.35%)
Total Fees
28.70
Position avg (max), %
83.19 (142.02)
Profit Factor
3.38
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 | -9.43% | 32.35% | 8.75% | -17.94% | 24.83% | -9.82% | 6.17% | 19.44% | -1.76% | -9.79% | 34.67% | -10.80% | 62.58% |
| 2025 | -1.57% | -17.95% | 15.47% | 1.13% | -22.67% | 16.22% | 45.23% | 17.56% | -5.83% | -6.01% | 13.78% | 0.44% | 46.36% |
| 2026 | 9.40% | 12.92% | -3.06% | 0.71% | -2.39% | 0.00% | — | — | — | — | — | — | 17.72% |
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 | 2799.50 |
| Min balance | 832.38 |
| Max balance | 3082.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.49 |
| Average monthly return (arithmetic), % | 4.67 |
| Best month, % | 45.23 |
| Worst month, % | -22.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1799.50 |
| Total PnL, % | 179.95 |
| Gross profit | 2622.47 |
| Gross loss | 775.40 |
| Trading volume (USDT) | 79803.64 |
| Total transactions (buy/sell) | 29 |
| Total fees | 28.70 |
| Funding net | -18.87 |
| Funding accrued (received) | 73.74 |
| Funding paid | 92.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 8 |
| Los Trades | 20 |
| Win Rate, % | 28.57 |
| Expectancy per trade | 65.9667 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.19 |
| Position max, % of margin balance | 142.02 |
| Max Drawdown | 1038.76 |
| Max Drawdown, % | 51.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.3821 |
| Recovery Factor (Total PnL / Max DD) | 1.7323 |
| Sharpe ratio (monthly) | 1.0125 |
| Sortino ratio (monthly) | 2.1829 |
| CAGR, % | 53.16 |
| Calmar ratio (CAGR / Max DD%) | 1.0353 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1847.07 | Fee: 28.70 | Vol: 79803.64
Realized PnL by Symbol
Details
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