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
2755.89
Total PnL
1755.89 (175.59%)
Total Trades (Win/Los)
22 (5/17)
Win Rate
22.73%
Max Drawdown
1240.08 (55.60%)
Total Fees
35.10
Position avg (max), %
84.74 (176.45)
Profit Factor
3.50
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% | 1.97% | 36.52% | -9.70% | 83.31% |
| 2025 | -1.39% | -22.49% | 18.12% | 1.30% | -25.92% | 2.56% | 41.36% | 19.51% | -6.37% | 15.93% | 17.12% | 0.53% | 50.04% |
| 2026 | 8.91% | 7.60% | -5.66% | 1.30% | -10.47% | 0.00% | — | — | — | — | — | — | 0.27% |
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 | 2755.89 |
| Min balance | 957.11 |
| Max balance | 3374.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.44 |
| Average monthly return (arithmetic), % | 4.82 |
| Best month, % | 45.93 |
| Worst month, % | -25.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1755.89 |
| Total PnL, % | 175.59 |
| Gross profit | 2544.29 |
| Gross loss | 727.00 |
| Trading volume (USDT) | 97564.71 |
| Total transactions (buy/sell) | 23 |
| Total fees | 35.10 |
| Funding net | -26.31 |
| Funding accrued (received) | 77.24 |
| Funding paid | 103.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 5 |
| Los Trades | 17 |
| Win Rate, % | 22.73 |
| Expectancy per trade | 82.6041 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.74 |
| Position max, % of margin balance | 176.45 |
| Max Drawdown | 1240.08 |
| Max Drawdown, % | 55.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4997 |
| Recovery Factor (Total PnL / Max DD) | 1.4160 |
| Sharpe ratio (monthly) | 0.9655 |
| Sortino ratio (monthly) | 1.9966 |
| CAGR, % | 52.17 |
| Calmar ratio (CAGR / Max DD%) | 0.9382 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1817.29 | Fee: 35.10 | Vol: 97564.71
Realized PnL by Symbol
Details
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