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
1566.39
Total PnL
566.39 (56.64%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
920.04 (56.85%)
Total Fees
7.64
Position avg (max), %
86.65 (183.49)
Profit Factor
2.22
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 | -18.89% | 51.78% | 9.47% | -19.28% | 27.13% | -9.91% | -27.12% | 23.34% | -2.05% | -6.79% | 43.65% | -9.98% | 32.24% |
| 2025 | -1.44% | -23.31% | 18.63% | 1.33% | -26.52% | 2.64% | 30.45% | 20.58% | -6.66% | 1.91% | 12.18% | 0.40% | 15.48% |
| 2026 | 6.63% | 5.77% | -1.46% | 0.72% | -8.30% | 0.00% | — | — | — | — | — | — | 2.65% |
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 | 1566.39 |
| Min balance | 698.34 |
| Max balance | 1835.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.51 |
| Average monthly return (arithmetic), % | 3.16 |
| Best month, % | 51.78 |
| Worst month, % | -27.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 566.39 |
| Total PnL, % | 56.64 |
| Gross profit | 1096.81 |
| Gross loss | 494.24 |
| Trading volume (USDT) | 21300.16 |
| Total transactions (buy/sell) | 12 |
| Total fees | 7.64 |
| Funding net | -28.54 |
| Funding accrued (received) | 47.24 |
| Funding paid | 75.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 60.2571 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.65 |
| Position max, % of margin balance | 183.49 |
| Max Drawdown | 920.04 |
| Max Drawdown, % | 56.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2192 |
| Recovery Factor (Total PnL / Max DD) | 0.6156 |
| Sharpe ratio (monthly) | 0.5811 |
| Sortino ratio (monthly) | 1.0824 |
| CAGR, % | 20.42 |
| Calmar ratio (CAGR / Max DD%) | 0.3592 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 602.57 | Fee: 7.64 | Vol: 21300.16
Realized PnL by Symbol
Details
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