hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
966.95
Total PnL
-33.05 (-3.31%)
Total Trades (Win/Los)
119 (78/41)
Win Rate
65.55%
Max Drawdown
797.30 (55.60%)
Total Fees
49.87
Position avg (max), %
25.59 (126.40)
Profit Factor
1.01
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 | 14.58% | 6.00% | 4.08% | -10.09% | 5.24% | 3.81% | 2.23% | -2.55% | 3.91% | 4.67% | -4.47% | -20.92% | 1.64% |
| 2025 | -1.00% | -24.85% | 7.30% | -12.21% | -1.16% | -0.24% | 5.41% | 16.47% | 1.44% | -6.81% | -2.25% | 7.00% | -16.13% |
| 2026 | 8.98% | 4.92% | 3.70% | 4.57% | -8.53% | 0.00% | — | — | — | — | — | — | 13.43% |
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 | 966.95 |
| Min balance | 636.75 |
| Max balance | 1434.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.11 |
| Average monthly return (arithmetic), % | 0.31 |
| Best month, % | 16.47 |
| Worst month, % | -24.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -33.05 |
| Total PnL, % | -3.31 |
| Gross profit | 1970.95 |
| Gross loss | 1949.11 |
| Trading volume (USDT) | 139778.54 |
| Total transactions (buy/sell) | 120 |
| Total fees | 49.87 |
| Funding net | -5.01 |
| Funding accrued (received) | 13.05 |
| Funding paid | 18.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 119 |
| Win Trades | 78 |
| Los Trades | 41 |
| Win Rate, % | 65.55 |
| Expectancy per trade | 0.1835 |
| Max consecutive wins | 8 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 25.59 |
| Position max, % of margin balance | 126.40 |
| Max Drawdown | 797.30 |
| Max Drawdown, % | 55.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0112 |
| Recovery Factor (Total PnL / Max DD) | -0.0415 |
| Sharpe ratio (monthly) | 0.1204 |
| Sortino ratio (monthly) | 0.1528 |
| CAGR, % | -1.38 |
| Calmar ratio (CAGR / Max DD%) | -0.0249 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 21.83 | Fee: 49.87 | Vol: 139778.54
Realized PnL by Symbol
Details
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