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
987.71
Total PnL
-12.29 (-1.23%)
Total Trades (Win/Los)
18 (6/12)
Win Rate
33.33%
Max Drawdown
397.26 (33.90%)
Total Fees
3.91
Position avg (max), %
32.58 (47.97)
Profit Factor
0.99
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 | -6.23% | 14.56% | 3.53% | -7.59% | 9.34% | -3.96% | -9.04% | 7.45% | -0.75% | -9.35% | 4.70% | -4.27% | -4.90% |
| 2025 | -0.58% | -9.40% | 5.93% | 0.47% | -9.53% | 0.77% | 9.28% | 7.44% | -0.62% | -4.03% | 6.54% | 0.22% | 4.50% |
| 2026 | -0.63% | 5.01% | -1.28% | -0.23% | -3.27% | 0.00% | — | — | — | — | — | — | -0.58% |
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 | 987.71 |
| Min balance | 774.44 |
| Max balance | 1171.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.15 |
| Best month, % | 14.56 |
| Worst month, % | -9.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -12.29 |
| Total PnL, % | -1.23 |
| Gross profit | 379.77 |
| Gross loss | 382.13 |
| Trading volume (USDT) | 10873.34 |
| Total transactions (buy/sell) | 20 |
| Total fees | 3.91 |
| Funding net | -6.02 |
| Funding accrued (received) | 15.79 |
| Funding paid | 21.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 6 |
| Los Trades | 12 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -0.1313 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.58 |
| Position max, % of margin balance | 47.97 |
| Max Drawdown | 397.26 |
| Max Drawdown, % | 33.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9938 |
| Recovery Factor (Total PnL / Max DD) | -0.0309 |
| Sharpe ratio (monthly) | 0.0834 |
| Sortino ratio (monthly) | 0.1250 |
| CAGR, % | -0.51 |
| Calmar ratio (CAGR / Max DD%) | -0.0151 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -2.36 | Fee: 3.91 | Vol: 10873.34
Realized PnL by Symbol
Details
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