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
906.81
Total PnL
-93.19 (-9.32%)
Total Trades (Win/Los)
68 (45/23)
Win Rate
66.18%
Max Drawdown
607.88 (53.24%)
Total Fees
21.53
Position avg (max), %
18.72 (148.78)
Profit Factor
0.93
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 | 8.09% | 0.97% | 3.34% | -17.74% | -10.39% | 3.60% | -12.38% | 0.55% | 4.04% | -0.12% | -9.92% | 3.32% | -26.60% |
| 2025 | 6.09% | -4.50% | -11.81% | 9.46% | 1.01% | -21.65% | 5.43% | 6.82% | 3.77% | 6.50% | 1.23% | 3.23% | 0.67% |
| 2026 | 4.44% | -6.36% | 15.30% | 3.34% | 5.32% | 0.00% | — | — | — | — | — | — | 22.72% |
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 | 906.81 |
| Min balance | 533.79 |
| Max balance | 1141.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.33 |
| Average monthly return (arithmetic), % | 0.03 |
| Best month, % | 15.30 |
| Worst month, % | -21.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -93.19 |
| Total PnL, % | -9.32 |
| Gross profit | 937.38 |
| Gross loss | 1011.19 |
| Trading volume (USDT) | 60381.38 |
| Total transactions (buy/sell) | 69 |
| Total fees | 21.53 |
| Funding net | 2.14 |
| Funding accrued (received) | 9.64 |
| Funding paid | 7.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 45 |
| Los Trades | 23 |
| Win Rate, % | 66.18 |
| Expectancy per trade | -1.0854 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.72 |
| Position max, % of margin balance | 148.78 |
| Max Drawdown | 607.88 |
| Max Drawdown, % | 53.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9270 |
| Recovery Factor (Total PnL / Max DD) | -0.1533 |
| Sharpe ratio (monthly) | 0.0139 |
| Sortino ratio (monthly) | 0.0171 |
| CAGR, % | -3.97 |
| Calmar ratio (CAGR / Max DD%) | -0.0746 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -73.81 | Fee: 21.53 | Vol: 60381.38
Realized PnL by Symbol
Details
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