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
757.56
Total PnL
-242.44 (-24.24%)
Total Trades (Win/Los)
73 (46/27)
Win Rate
63.01%
Max Drawdown
617.48 (54.09%)
Total Fees
22.97
Position avg (max), %
21.47 (148.81)
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 | 8.08% | 0.97% | 3.34% | -17.74% | -7.87% | 3.50% | -5.28% | -5.79% | 3.93% | -0.11% | -9.75% | 3.19% | -23.69% |
| 2025 | -10.11% | 6.92% | -7.40% | 5.12% | 1.01% | -21.27% | 5.44% | 6.82% | -13.61% | 6.57% | 1.48% | 3.26% | -19.15% |
| 2026 | 4.68% | -6.25% | 15.18% | 3.22% | 5.23% | 0.00% | — | — | — | — | — | — | 22.79% |
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 | 757.56 |
| Min balance | 524.02 |
| Max balance | 1141.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.92 |
| Average monthly return (arithmetic), % | -0.57 |
| Best month, % | 15.18 |
| Worst month, % | -21.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -242.44 |
| Total PnL, % | -24.24 |
| Gross profit | 918.78 |
| Gross loss | 1137.88 |
| Trading volume (USDT) | 64384.87 |
| Total transactions (buy/sell) | 74 |
| Total fees | 22.97 |
| Funding net | -0.37 |
| Funding accrued (received) | 9.09 |
| Funding paid | 9.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 73 |
| Win Trades | 46 |
| Los Trades | 27 |
| Win Rate, % | 63.01 |
| Expectancy per trade | -3.0014 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.47 |
| Position max, % of margin balance | 148.81 |
| Max Drawdown | 617.48 |
| Max Drawdown, % | 54.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8074 |
| Recovery Factor (Total PnL / Max DD) | -0.3926 |
| Sharpe ratio (monthly) | -0.2455 |
| Sortino ratio (monthly) | -0.2947 |
| CAGR, % | -10.86 |
| Calmar ratio (CAGR / Max DD%) | -0.2008 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -219.10 | Fee: 22.97 | Vol: 64384.87
Realized PnL by Symbol
Details
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