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
638.87
Total PnL
-361.13 (-36.11%)
Total Trades (Win/Los)
59 (39/20)
Win Rate
66.10%
Max Drawdown
630.27 (55.21%)
Total Fees
18.27
Position avg (max), %
19.48 (149.42)
Profit Factor
0.68
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% | -18.03% | -11.62% | 3.68% | -8.42% | -6.57% | 3.87% | -0.12% | -12.10% | 3.16% | -31.81% |
| 2025 | 0.07% | -5.13% | 0.65% | 5.08% | 1.06% | -21.35% | 5.52% | 6.98% | 2.92% | -10.31% | 1.53% | 2.28% | -13.65% |
| 2026 | 4.61% | -6.07% | 6.10% | -1.10% | 5.24% | 0.00% | — | — | — | — | — | — | 8.49% |
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 | 638.87 |
| Min balance | 511.39 |
| Max balance | 1141.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.48 |
| Average monthly return (arithmetic), % | -1.19 |
| Best month, % | 8.09 |
| Worst month, % | -21.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -361.13 |
| Total PnL, % | -36.11 |
| Gross profit | 743.94 |
| Gross loss | 1087.45 |
| Trading volume (USDT) | 51214.98 |
| Total transactions (buy/sell) | 60 |
| Total fees | 18.27 |
| Funding net | 0.66 |
| Funding accrued (received) | 8.37 |
| Funding paid | 7.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 39 |
| Los Trades | 20 |
| Win Rate, % | 66.10 |
| Expectancy per trade | -5.8222 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.48 |
| Position max, % of margin balance | 149.42 |
| Max Drawdown | 630.27 |
| Max Drawdown, % | 55.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6841 |
| Recovery Factor (Total PnL / Max DD) | -0.5730 |
| Sharpe ratio (monthly) | -0.5591 |
| Sortino ratio (monthly) | -0.6148 |
| CAGR, % | -16.93 |
| Calmar ratio (CAGR / Max DD%) | -0.3068 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -343.51 | Fee: 18.27 | Vol: 51214.98
Realized PnL by Symbol
Details
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