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
722.32
Total PnL
-277.68 (-27.77%)
Total Trades (Win/Los)
105 (67/38)
Win Rate
63.81%
Max Drawdown
748.16 (58.34%)
Total Fees
39.19
Position avg (max), %
19.54 (129.10)
Profit Factor
0.86
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 | 14.72% | 5.99% | 0.24% | -9.91% | 4.22% | 3.91% | -9.08% | -1.70% | 3.89% | 8.02% | -11.24% | -27.49% | -23.24% |
| 2025 | 6.26% | -21.61% | 7.26% | -8.49% | 1.15% | -1.23% | 5.22% | 7.22% | 3.89% | -25.75% | 9.79% | 6.78% | -16.66% |
| 2026 | 8.40% | 4.25% | 3.67% | 5.17% | -8.36% | 0.00% | — | — | — | — | — | — | 12.92% |
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 | 722.32 |
| Min balance | 534.36 |
| Max balance | 1282.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.08 |
| Average monthly return (arithmetic), % | -0.49 |
| Best month, % | 14.72 |
| Worst month, % | -27.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -277.68 |
| Total PnL, % | -27.77 |
| Gross profit | 1461.77 |
| Gross loss | 1697.49 |
| Trading volume (USDT) | 109821.41 |
| Total transactions (buy/sell) | 106 |
| Total fees | 39.19 |
| Funding net | -2.77 |
| Funding accrued (received) | 8.81 |
| Funding paid | 11.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 105 |
| Win Trades | 67 |
| Los Trades | 38 |
| Win Rate, % | 63.81 |
| Expectancy per trade | -2.2450 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.54 |
| Position max, % of margin balance | 129.10 |
| Max Drawdown | 748.16 |
| Max Drawdown, % | 58.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8611 |
| Recovery Factor (Total PnL / Max DD) | -0.3712 |
| Sharpe ratio (monthly) | -0.1666 |
| Sortino ratio (monthly) | -0.1935 |
| CAGR, % | -12.60 |
| Calmar ratio (CAGR / Max DD%) | -0.2160 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -235.72 | Fee: 39.19 | Vol: 109821.41
Realized PnL by Symbol
Details
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