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
871.22
Total PnL
-128.78 (-12.88%)
Total Trades (Win/Los)
117 (71/46)
Win Rate
60.68%
Max Drawdown
629.82 (48.70%)
Total Fees
48.11
Position avg (max), %
20.77 (131.26)
Profit Factor
0.96
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 | 14.80% | 5.98% | 0.24% | -10.81% | 4.26% | 3.94% | -7.35% | -1.62% | 4.04% | 7.63% | 4.25% | -30.72% | -13.10% |
| 2025 | 5.78% | -13.02% | 7.15% | -14.42% | 0.99% | -1.03% | 5.17% | 7.42% | 1.65% | -19.65% | 6.64% | 6.93% | -11.28% |
| 2026 | 8.58% | 4.16% | 3.68% | 5.25% | -8.45% | 0.00% | — | — | — | — | — | — | 13.00% |
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 | 871.22 |
| Min balance | 663.49 |
| Max balance | 1293.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.46 |
| Average monthly return (arithmetic), % | 0.05 |
| Best month, % | 14.80 |
| Worst month, % | -30.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -128.78 |
| Total PnL, % | -12.88 |
| Gross profit | 1744.46 |
| Gross loss | 1821.89 |
| Trading volume (USDT) | 134791.54 |
| Total transactions (buy/sell) | 118 |
| Total fees | 48.11 |
| Funding net | -3.24 |
| Funding accrued (received) | 10.25 |
| Funding paid | 13.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 117 |
| Win Trades | 71 |
| Los Trades | 46 |
| Win Rate, % | 60.68 |
| Expectancy per trade | -0.6618 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.77 |
| Position max, % of margin balance | 131.26 |
| Max Drawdown | 629.82 |
| Max Drawdown, % | 48.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9575 |
| Recovery Factor (Total PnL / Max DD) | -0.2045 |
| Sharpe ratio (monthly) | 0.0179 |
| Sortino ratio (monthly) | 0.0212 |
| CAGR, % | -5.55 |
| Calmar ratio (CAGR / Max DD%) | -0.1139 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -77.43 | Fee: 48.11 | Vol: 134791.54
Realized PnL by Symbol
Details
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