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
239.65
Total PnL
-760.35 (-76.03%)
Total Trades (Win/Los)
159 (77/82)
Win Rate
48.43%
Max Drawdown
1035.67 (82.47%)
Total Fees
53.94
Position avg (max), %
29.47 (126.77)
Profit Factor
0.67
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 | 9.40% | 6.06% | 6.67% | -8.44% | 4.53% | -2.35% | -5.35% | -0.75% | 3.99% | -11.66% | 2.93% | -29.38% | -27.44% |
| 2025 | -0.53% | -16.65% | -3.23% | -12.43% | -19.46% | -10.69% | 6.79% | -5.65% | -7.46% | -14.73% | 0.76% | -16.26% | -66.10% |
| 2026 | 6.26% | -1.90% | -6.06% | 5.79% | -5.95% | 0.00% | — | — | — | — | — | — | -2.58% |
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 | 239.65 |
| Min balance | 220.18 |
| Max balance | 1255.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.65 |
| Average monthly return (arithmetic), % | -4.19 |
| Best month, % | 9.40 |
| Worst month, % | -29.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -760.35 |
| Total PnL, % | -76.03 |
| Gross profit | 1441.07 |
| Gross loss | 2144.08 |
| Trading volume (USDT) | 150716.15 |
| Total transactions (buy/sell) | 160 |
| Total fees | 53.94 |
| Funding net | -3.40 |
| Funding accrued (received) | 9.91 |
| Funding paid | 13.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 159 |
| Win Trades | 77 |
| Los Trades | 82 |
| Win Rate, % | 48.43 |
| Expectancy per trade | -4.4215 |
| Max consecutive wins | 7 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.47 |
| Position max, % of margin balance | 126.77 |
| Max Drawdown | 1035.67 |
| Max Drawdown, % | 82.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6721 |
| Recovery Factor (Total PnL / Max DD) | -0.7342 |
| Sharpe ratio (monthly) | -1.5932 |
| Sortino ratio (monthly) | -1.5348 |
| CAGR, % | -44.65 |
| Calmar ratio (CAGR / Max DD%) | -0.5415 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -703.01 | Fee: 53.94 | Vol: 150716.15
Realized PnL by Symbol
Details
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