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
1245.86
Total PnL
245.86 (24.59%)
Total Trades (Win/Los)
26 (5/21)
Win Rate
19.23%
Max Drawdown
1103.52 (55.92%)
Total Fees
22.87
Position avg (max), %
91.61 (153.98)
Profit Factor
1.44
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 | 0.59% | 45.93% | 8.73% | -17.90% | 24.78% | -9.22% | -15.37% | 18.04% | -1.65% | -11.60% | 38.15% | -10.62% | 59.19% |
| 2025 | -1.54% | -24.40% | 16.43% | 1.19% | -23.86% | 2.29% | 41.38% | 19.34% | -6.32% | -8.06% | -24.21% | 2.49% | -22.89% |
| 2026 | 2.00% | 13.44% | -6.83% | 1.19% | -6.89% | 0.00% | — | — | — | — | — | — | 1.57% |
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 | 1245.86 |
| Min balance | 869.99 |
| Max balance | 2084.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.74 |
| Average monthly return (arithmetic), % | 2.25 |
| Best month, % | 45.93 |
| Worst month, % | -24.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 245.86 |
| Total PnL, % | 24.59 |
| Gross profit | 1067.83 |
| Gross loss | 741.37 |
| Trading volume (USDT) | 63554.37 |
| Total transactions (buy/sell) | 27 |
| Total fees | 22.87 |
| Funding net | -57.73 |
| Funding accrued (received) | 46.71 |
| Funding paid | 104.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 5 |
| Los Trades | 21 |
| Win Rate, % | 19.23 |
| Expectancy per trade | 12.5563 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.61 |
| Position max, % of margin balance | 153.98 |
| Max Drawdown | 1103.52 |
| Max Drawdown, % | 55.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4404 |
| Recovery Factor (Total PnL / Max DD) | 0.2228 |
| Sharpe ratio (monthly) | 0.4307 |
| Sortino ratio (monthly) | 0.8007 |
| CAGR, % | 9.53 |
| Calmar ratio (CAGR / Max DD%) | 0.1704 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 326.46 | Fee: 22.87 | Vol: 63554.37
Realized PnL by Symbol
Details
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