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
629.88
Total PnL
-370.12 (-37.01%)
Total Trades (Win/Los)
46 (32/14)
Win Rate
69.57%
Max Drawdown
543.43 (53.24%)
Total Fees
12.17
Position avg (max), %
17.47 (132.38)
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 | -12.12% | 1.19% | -14.14% | -13.39% | 3.44% | 3.62% | -8.40% | -10.43% | 2.64% | -0.15% | -11.43% | 2.96% | -45.66% |
| 2025 | 0.09% | -7.19% | 0.84% | -1.42% | 6.44% | 4.40% | 4.88% | 1.16% | 2.79% | -12.49% | 1.63% | 2.57% | 2.08% |
| 2026 | 4.69% | 0.85% | 3.25% | 0.24% | 3.91% | 0.00% | — | — | — | — | — | — | 13.54% |
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 | 629.88 |
| Min balance | 477.38 |
| Max balance | 1020.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.53 |
| Average monthly return (arithmetic), % | -1.32 |
| Best month, % | 6.44 |
| Worst month, % | -14.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -370.12 |
| Total PnL, % | -37.01 |
| Gross profit | 500.99 |
| Gross loss | 857.86 |
| Trading volume (USDT) | 34113.11 |
| Total transactions (buy/sell) | 47 |
| Total fees | 12.17 |
| Funding net | -1.09 |
| Funding accrued (received) | 6.13 |
| Funding paid | 7.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 32 |
| Los Trades | 14 |
| Win Rate, % | 69.57 |
| Expectancy per trade | -7.7579 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.47 |
| Position max, % of margin balance | 132.38 |
| Max Drawdown | 543.43 |
| Max Drawdown, % | 53.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5840 |
| Recovery Factor (Total PnL / Max DD) | -0.6811 |
| Sharpe ratio (monthly) | -0.7262 |
| Sortino ratio (monthly) | -0.7740 |
| CAGR, % | -17.42 |
| Calmar ratio (CAGR / Max DD%) | -0.3272 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -356.86 | Fee: 12.17 | Vol: 34113.11
Realized PnL by Symbol
Details
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