hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
861.80
Total PnL
-138.20 (-13.82%)
Total Trades (Win/Los)
110 (28/82)
Win Rate
25.45%
Max Drawdown
432.35 (34.54%)
Total Fees
25.30
Position avg (max), %
31.68 (45.84)
Profit Factor
0.92
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 | -0.04% | 14.71% | 0.49% | -6.98% | 8.74% | 0.57% | -3.95% | -0.52% | 3.29% | -6.78% | 4.23% | -8.90% | 2.38% |
| 2025 | -5.85% | -1.53% | 2.51% | 0.27% | 3.07% | -8.50% | 15.20% | -1.29% | -3.87% | -11.05% | 5.64% | -7.55% | -14.67% |
| 2026 | 5.82% | 0.28% | -9.51% | 1.92% | 0.81% | 0.00% | — | — | — | — | — | — | -1.34% |
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 | 861.80 |
| Min balance | 819.24 |
| Max balance | 1251.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.49 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 15.20 |
| Worst month, % | -11.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -138.20 |
| Total PnL, % | -13.82 |
| Gross profit | 1217.85 |
| Gross loss | 1328.72 |
| Trading volume (USDT) | 70289.16 |
| Total transactions (buy/sell) | 111 |
| Total fees | 25.30 |
| Funding net | -2.03 |
| Funding accrued (received) | 18.25 |
| Funding paid | 20.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 110 |
| Win Trades | 28 |
| Los Trades | 82 |
| Win Rate, % | 25.45 |
| Expectancy per trade | -1.0079 |
| Max consecutive wins | 3 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.68 |
| Position max, % of margin balance | 45.84 |
| Max Drawdown | 432.35 |
| Max Drawdown, % | 34.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9166 |
| Recovery Factor (Total PnL / Max DD) | -0.3197 |
| Sharpe ratio (monthly) | -0.1592 |
| Sortino ratio (monthly) | -0.2301 |
| CAGR, % | -5.97 |
| Calmar ratio (CAGR / Max DD%) | -0.1729 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -110.87 | Fee: 25.30 | Vol: 70289.16
Realized PnL by Symbol
Details
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