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
799.34
Total PnL
-200.66 (-20.07%)
Total Trades (Win/Los)
64 (42/22)
Win Rate
65.63%
Max Drawdown
674.60 (59.09%)
Total Fees
19.18
Position avg (max), %
18.60 (148.78)
Profit Factor
0.82
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% | -11.58% | 3.49% | -15.60% | 2.44% | 4.04% | -0.12% | -11.81% | 3.31% | -30.50% |
| 2025 | -10.43% | -5.00% | 0.72% | 5.14% | 1.16% | -21.54% | 5.64% | 7.70% | 3.80% | 6.41% | 1.39% | 2.94% | -6.21% |
| 2026 | 4.51% | -6.35% | 15.26% | 3.27% | 5.27% | 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 | 799.34 |
| Min balance | 467.07 |
| Max balance | 1141.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.74 |
| Average monthly return (arithmetic), % | -0.38 |
| Best month, % | 15.26 |
| Worst month, % | -21.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -200.66 |
| Total PnL, % | -20.07 |
| Gross profit | 829.84 |
| Gross loss | 1013.84 |
| Trading volume (USDT) | 53789.83 |
| Total transactions (buy/sell) | 65 |
| Total fees | 19.18 |
| Funding net | 2.53 |
| Funding accrued (received) | 9.14 |
| Funding paid | 6.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 64 |
| Win Trades | 42 |
| Los Trades | 22 |
| Win Rate, % | 65.63 |
| Expectancy per trade | -2.8750 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.60 |
| Position max, % of margin balance | 148.78 |
| Max Drawdown | 674.60 |
| Max Drawdown, % | 59.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8185 |
| Recovery Factor (Total PnL / Max DD) | -0.2974 |
| Sharpe ratio (monthly) | -0.1571 |
| Sortino ratio (monthly) | -0.1863 |
| CAGR, % | -8.86 |
| Calmar ratio (CAGR / Max DD%) | -0.1499 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -184.00 | Fee: 19.18 | Vol: 53789.83
Realized PnL by Symbol
Details
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