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
920.57
Total PnL
-79.43 (-7.94%)
Total Trades (Win/Los)
107 (68/39)
Win Rate
63.55%
Max Drawdown
634.66 (49.43%)
Total Fees
41.43
Position avg (max), %
25.33 (129.54)
Profit Factor
0.98
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 | 10.58% | 7.76% | 3.06% | -14.72% | 5.27% | 3.56% | -0.10% | -2.63% | 4.03% | 4.29% | -4.42% | -24.10% | -12.59% |
| 2025 | -4.10% | -8.38% | 7.20% | -13.83% | 1.02% | -0.88% | 5.15% | 1.33% | 1.48% | -7.19% | 9.45% | -3.79% | -14.11% |
| 2026 | 4.68% | 4.96% | 3.70% | 4.46% | 3.03% | 0.00% | — | — | — | — | — | — | 22.62% |
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 | 920.57 |
| Min balance | 649.37 |
| Max balance | 1284.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.28 |
| Average monthly return (arithmetic), % | 0.03 |
| Best month, % | 10.58 |
| Worst month, % | -24.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -79.43 |
| Total PnL, % | -7.94 |
| Gross profit | 1636.97 |
| Gross loss | 1672.51 |
| Trading volume (USDT) | 116151.83 |
| Total transactions (buy/sell) | 108 |
| Total fees | 41.43 |
| Funding net | -2.46 |
| Funding accrued (received) | 12.89 |
| Funding paid | 15.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 68 |
| Los Trades | 39 |
| Win Rate, % | 63.55 |
| Expectancy per trade | -0.3322 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 25.33 |
| Position max, % of margin balance | 129.54 |
| Max Drawdown | 634.66 |
| Max Drawdown, % | 49.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9788 |
| Recovery Factor (Total PnL / Max DD) | -0.1252 |
| Sharpe ratio (monthly) | 0.0135 |
| Sortino ratio (monthly) | 0.0162 |
| CAGR, % | -3.37 |
| Calmar ratio (CAGR / Max DD%) | -0.0682 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -35.54 | Fee: 41.43 | Vol: 116151.83
Realized PnL by Symbol
Details
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