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
693.15
Total PnL
-306.85 (-30.68%)
Total Trades (Win/Los)
96 (60/36)
Win Rate
62.50%
Max Drawdown
612.25 (55.41%)
Total Fees
30.79
Position avg (max), %
24.78 (131.27)
Profit Factor
0.81
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 | 5.17% | -0.57% | 4.15% | -13.34% | 4.80% | 3.56% | -6.41% | -4.04% | 3.85% | 3.84% | -4.44% | -25.92% | -29.78% |
| 2025 | -9.85% | 6.98% | -7.28% | -14.62% | 1.35% | -1.11% | 5.58% | -3.31% | 0.72% | -1.45% | 0.41% | 3.12% | -19.72% |
| 2026 | 4.98% | 4.97% | 3.64% | 3.34% | 4.18% | 0.00% | — | — | — | — | — | — | 22.95% |
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 | 693.15 |
| Min balance | 492.61 |
| Max balance | 1104.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.21 |
| Average monthly return (arithmetic), % | -0.92 |
| Best month, % | 6.98 |
| Worst month, % | -25.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -306.85 |
| Total PnL, % | -30.68 |
| Gross profit | 1175.04 |
| Gross loss | 1451.75 |
| Trading volume (USDT) | 86290.59 |
| Total transactions (buy/sell) | 97 |
| Total fees | 30.79 |
| Funding net | 0.65 |
| Funding accrued (received) | 11.66 |
| Funding paid | 11.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 60 |
| Los Trades | 36 |
| Win Rate, % | 62.50 |
| Expectancy per trade | -2.8824 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.78 |
| Position max, % of margin balance | 131.27 |
| Max Drawdown | 612.25 |
| Max Drawdown, % | 55.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8094 |
| Recovery Factor (Total PnL / Max DD) | -0.5012 |
| Sharpe ratio (monthly) | -0.4420 |
| Sortino ratio (monthly) | -0.4851 |
| CAGR, % | -14.08 |
| Calmar ratio (CAGR / Max DD%) | -0.2541 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -276.71 | Fee: 30.79 | Vol: 86290.59
Realized PnL by Symbol
Details
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