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
812.72
Total PnL
-187.28 (-18.73%)
Total Trades (Win/Los)
80 (50/30)
Win Rate
62.50%
Max Drawdown
589.62 (51.46%)
Total Fees
28.68
Position avg (max), %
21.82 (136.00)
Profit Factor
0.88
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 | 8.08% | 0.97% | 3.73% | -17.56% | 9.21% | 3.59% | -1.73% | -5.82% | 4.06% | -8.65% | -4.62% | 3.41% | -8.40% |
| 2025 | -9.92% | 7.01% | -7.38% | 5.07% | 0.84% | -21.45% | 5.24% | -6.59% | -12.28% | 7.43% | 1.38% | 3.24% | -27.97% |
| 2026 | 4.82% | -6.05% | 15.10% | 3.16% | 5.34% | 0.00% | — | — | — | — | — | — | 23.17% |
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 | 812.72 |
| Min balance | 556.16 |
| Max balance | 1145.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.69 |
| Average monthly return (arithmetic), % | -0.35 |
| Best month, % | 15.10 |
| Worst month, % | -21.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -187.28 |
| Total PnL, % | -18.73 |
| Gross profit | 1146.62 |
| Gross loss | 1306.28 |
| Trading volume (USDT) | 80412.07 |
| Total transactions (buy/sell) | 81 |
| Total fees | 28.68 |
| Funding net | 1.07 |
| Funding accrued (received) | 11.27 |
| Funding paid | 10.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 50 |
| Los Trades | 30 |
| Win Rate, % | 62.50 |
| Expectancy per trade | -1.9958 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.82 |
| Position max, % of margin balance | 136.00 |
| Max Drawdown | 589.62 |
| Max Drawdown, % | 51.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8778 |
| Recovery Factor (Total PnL / Max DD) | -0.3176 |
| Sharpe ratio (monthly) | -0.1490 |
| Sortino ratio (monthly) | -0.1835 |
| CAGR, % | -8.23 |
| Calmar ratio (CAGR / Max DD%) | -0.1599 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -159.67 | Fee: 28.68 | Vol: 80412.07
Realized PnL by Symbol
Details
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