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
2811.14
Total PnL
1811.14 (181.11%)
Total Trades (Win/Los)
24 (6/18)
Win Rate
25.00%
Max Drawdown
1240.08 (55.57%)
Total Fees
38.97
Position avg (max), %
87.43 (176.24)
Profit Factor
3.05
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% | -15.36% | 18.02% | -1.65% | 1.96% | 36.49% | -9.69% | 83.43% |
| 2025 | -1.39% | -22.47% | 18.11% | 1.30% | -25.90% | 2.56% | 41.33% | 19.50% | -6.37% | 16.22% | 17.44% | 0.54% | 50.82% |
| 2026 | 5.21% | 14.62% | -7.05% | 1.25% | -10.41% | 0.00% | — | — | — | — | — | — | 1.68% |
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 | 2811.14 |
| Min balance | 958.28 |
| Max balance | 3517.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.51 |
| Average monthly return (arithmetic), % | 4.91 |
| Best month, % | 45.88 |
| Worst month, % | -25.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1811.14 |
| Total PnL, % | 181.11 |
| Gross profit | 2790.93 |
| Gross loss | 916.11 |
| Trading volume (USDT) | 108329.60 |
| Total transactions (buy/sell) | 25 |
| Total fees | 38.97 |
| Funding net | -24.71 |
| Funding accrued (received) | 83.11 |
| Funding paid | 107.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 6 |
| Los Trades | 18 |
| Win Rate, % | 25.00 |
| Expectancy per trade | 78.1179 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.43 |
| Position max, % of margin balance | 176.24 |
| Max Drawdown | 1240.08 |
| Max Drawdown, % | 55.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.0465 |
| Recovery Factor (Total PnL / Max DD) | 1.4605 |
| Sharpe ratio (monthly) | 0.9771 |
| Sortino ratio (monthly) | 2.0252 |
| CAGR, % | 53.42 |
| Calmar ratio (CAGR / Max DD%) | 0.9613 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1874.83 | Fee: 38.97 | Vol: 108329.60
Realized PnL by Symbol
Details
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