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
447.47
Total PnL
-552.53 (-55.25%)
Total Trades (Win/Los)
51 (33/18)
Win Rate
64.71%
Max Drawdown
649.48 (63.09%)
Total Fees
12.73
Position avg (max), %
20.47 (131.64)
Profit Factor
0.47
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 | -11.25% | 1.18% | -14.00% | -13.24% | 3.39% | 3.49% | -8.31% | -10.14% | 1.52% | -0.15% | -11.37% | 3.53% | -45.06% |
| 2025 | 0.09% | -7.12% | 0.83% | 5.14% | 1.34% | -25.62% | 6.82% | 1.55% | 3.23% | -11.68% | 2.15% | 2.13% | -23.35% |
| 2026 | 4.83% | -7.73% | 6.50% | -0.91% | 4.11% | 0.00% | — | — | — | — | — | — | 6.27% |
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 | 447.47 |
| Min balance | 380.00 |
| Max balance | 1029.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.64 |
| Average monthly return (arithmetic), % | -2.32 |
| Best month, % | 6.82 |
| Worst month, % | -25.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -552.53 |
| Total PnL, % | -55.25 |
| Gross profit | 475.00 |
| Gross loss | 1014.72 |
| Trading volume (USDT) | 35634.27 |
| Total transactions (buy/sell) | 52 |
| Total fees | 12.73 |
| Funding net | -0.08 |
| Funding accrued (received) | 6.95 |
| Funding paid | 7.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 33 |
| Los Trades | 18 |
| Win Rate, % | 64.71 |
| Expectancy per trade | -10.5827 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.47 |
| Position max, % of margin balance | 131.64 |
| Max Drawdown | 649.48 |
| Max Drawdown, % | 63.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4681 |
| Recovery Factor (Total PnL / Max DD) | -0.8507 |
| Sharpe ratio (monthly) | -1.0503 |
| Sortino ratio (monthly) | -1.0680 |
| CAGR, % | -28.32 |
| Calmar ratio (CAGR / Max DD%) | -0.4489 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -539.72 | Fee: 12.73 | Vol: 35634.27
Realized PnL by Symbol
Details
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