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
1251.42
Total PnL
251.42 (25.14%)
Total Trades (Win/Los)
8 (5/3)
Win Rate
62.50%
Max Drawdown
1036.69 (57.46%)
Total Fees
5.96
Position avg (max), %
87.38 (185.91)
Profit Factor
1.48
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 | -4.65% | 46.25% | 8.78% | -17.98% | 24.91% | -9.26% | -26.08% | 23.84% | -2.08% | -10.60% | 44.70% | -10.15% | 46.93% |
| 2025 | -1.46% | -23.81% | 18.80% | 1.34% | -26.72% | 2.67% | 10.55% | 22.64% | -7.20% | -9.99% | 15.37% | 0.49% | -10.74% |
| 2026 | 8.13% | 6.98% | -1.75% | -7.64% | -9.05% | 0.00% | — | — | — | — | — | — | -4.53% |
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 | 1251.42 |
| Min balance | 767.56 |
| Max balance | 1804.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.75 |
| Average monthly return (arithmetic), % | 2.23 |
| Best month, % | 46.25 |
| Worst month, % | -26.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 251.42 |
| Total PnL, % | 25.14 |
| Gross profit | 879.94 |
| Gross loss | 595.51 |
| Trading volume (USDT) | 16594.81 |
| Total transactions (buy/sell) | 10 |
| Total fees | 5.96 |
| Funding net | -27.05 |
| Funding accrued (received) | 50.96 |
| Funding paid | 78.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 5 |
| Los Trades | 3 |
| Win Rate, % | 62.50 |
| Expectancy per trade | 35.5534 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.38 |
| Position max, % of margin balance | 185.91 |
| Max Drawdown | 1036.69 |
| Max Drawdown, % | 57.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4776 |
| Recovery Factor (Total PnL / Max DD) | 0.2425 |
| Sharpe ratio (monthly) | 0.4348 |
| Sortino ratio (monthly) | 0.7858 |
| CAGR, % | 9.73 |
| Calmar ratio (CAGR / Max DD%) | 0.1694 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 284.43 | Fee: 5.96 | Vol: 16594.81
Realized PnL by Symbol
Details
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