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
2501.55
Total PnL
1501.55 (150.15%)
Total Trades (Win/Los)
58 (6/52)
Win Rate
10.34%
Max Drawdown
1022.02 (54.73%)
Total Fees
95.02
Position avg (max), %
85.45 (151.58)
Profit Factor
3.13
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% | -10.42% | 34.71% | -10.78% | 50.13% |
| 2025 | -1.57% | -22.41% | 16.24% | 1.18% | -23.63% | 5.04% | 48.75% | 18.48% | -6.08% | 14.25% | 11.47% | 0.38% | 52.47% |
| 2026 | 11.34% | 13.01% | -4.06% | -2.81% | -6.79% | 0.00% | — | — | — | — | — | — | 9.36% |
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 | 2501.55 |
| Min balance | 845.33 |
| Max balance | 3021.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.11 |
| Average monthly return (arithmetic), % | 4.55 |
| Best month, % | 48.75 |
| Worst month, % | -23.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1501.55 |
| Total PnL, % | 150.15 |
| Gross profit | 2402.35 |
| Gross loss | 768.32 |
| Trading volume (USDT) | 264022.52 |
| Total transactions (buy/sell) | 59 |
| Total fees | 95.02 |
| Funding net | -37.46 |
| Funding accrued (received) | 62.64 |
| Funding paid | 100.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 58 |
| Win Trades | 6 |
| Los Trades | 52 |
| Win Rate, % | 10.34 |
| Expectancy per trade | 28.1729 |
| Max consecutive wins | 2 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.45 |
| Position max, % of margin balance | 151.58 |
| Max Drawdown | 1022.02 |
| Max Drawdown, % | 54.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.1268 |
| Recovery Factor (Total PnL / Max DD) | 1.4692 |
| Sharpe ratio (monthly) | 0.8815 |
| Sortino ratio (monthly) | 1.8921 |
| CAGR, % | 46.18 |
| Calmar ratio (CAGR / Max DD%) | 0.8438 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1634.03 | Fee: 95.02 | Vol: 264022.52
Realized PnL by Symbol
Details
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