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
523.14
Total PnL
-476.86 (-47.69%)
Total Trades (Win/Los)
55 (37/18)
Win Rate
67.27%
Max Drawdown
695.07 (62.31%)
Total Fees
16.05
Position avg (max), %
21.26 (133.75)
Profit Factor
0.58
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 | 6.71% | 0.98% | -14.23% | -13.38% | 4.09% | 3.69% | -8.25% | -7.11% | 3.69% | -0.12% | -11.81% | 3.31% | -30.52% |
| 2025 | 0.07% | -5.32% | 0.64% | 5.12% | 1.04% | -25.96% | 5.57% | -9.82% | 2.75% | -9.69% | 1.89% | 2.73% | -30.66% |
| 2026 | 4.69% | -6.76% | 6.76% | -1.20% | 5.47% | 0.00% | — | — | — | — | — | — | 8.60% |
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 | 523.14 |
| Min balance | 420.43 |
| Max balance | 1115.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.14 |
| Average monthly return (arithmetic), % | -1.82 |
| Best month, % | 6.76 |
| Worst month, % | -25.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -476.86 |
| Total PnL, % | -47.69 |
| Gross profit | 633.91 |
| Gross loss | 1095.43 |
| Trading volume (USDT) | 44964.80 |
| Total transactions (buy/sell) | 56 |
| Total fees | 16.05 |
| Funding net | 0.71 |
| Funding accrued (received) | 8.51 |
| Funding paid | 7.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 55 |
| Win Trades | 37 |
| Los Trades | 18 |
| Win Rate, % | 67.27 |
| Expectancy per trade | -8.3913 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.26 |
| Position max, % of margin balance | 133.75 |
| Max Drawdown | 695.07 |
| Max Drawdown, % | 62.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5787 |
| Recovery Factor (Total PnL / Max DD) | -0.6861 |
| Sharpe ratio (monthly) | -0.8218 |
| Sortino ratio (monthly) | -0.8666 |
| CAGR, % | -23.53 |
| Calmar ratio (CAGR / Max DD%) | -0.3777 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -461.52 | Fee: 16.05 | Vol: 44964.80
Realized PnL by Symbol
Details
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