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
658.02
Total PnL
-341.98 (-34.20%)
Total Trades (Win/Los)
99 (61/38)
Win Rate
61.62%
Max Drawdown
787.67 (61.69%)
Total Fees
34.47
Position avg (max), %
19.54 (134.41)
Profit Factor
0.82
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 | 14.58% | 6.00% | 0.24% | -10.76% | 4.78% | 3.88% | -8.55% | -3.41% | 4.08% | 7.91% | -10.24% | -29.38% | -25.63% |
| 2025 | 2.34% | -24.36% | 7.33% | -8.30% | 1.28% | -1.22% | 5.45% | 6.84% | 4.03% | -24.87% | 9.58% | 6.57% | -21.62% |
| 2026 | 8.30% | 4.96% | 3.65% | 4.51% | -8.32% | 0.00% | — | — | — | — | — | — | 12.89% |
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 | 658.02 |
| Min balance | 489.15 |
| Max balance | 1276.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.39 |
| Average monthly return (arithmetic), % | -0.77 |
| Best month, % | 14.58 |
| Worst month, % | -29.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -341.98 |
| Total PnL, % | -34.20 |
| Gross profit | 1380.89 |
| Gross loss | 1684.00 |
| Trading volume (USDT) | 96620.79 |
| Total transactions (buy/sell) | 100 |
| Total fees | 34.47 |
| Funding net | -4.39 |
| Funding accrued (received) | 7.62 |
| Funding paid | 12.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 99 |
| Win Trades | 61 |
| Los Trades | 38 |
| Win Rate, % | 61.62 |
| Expectancy per trade | -3.0618 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.54 |
| Position max, % of margin balance | 134.41 |
| Max Drawdown | 787.67 |
| Max Drawdown, % | 61.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8200 |
| Recovery Factor (Total PnL / Max DD) | -0.4342 |
| Sharpe ratio (monthly) | -0.2549 |
| Sortino ratio (monthly) | -0.2910 |
| CAGR, % | -15.91 |
| Calmar ratio (CAGR / Max DD%) | -0.2579 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -303.12 | Fee: 34.47 | Vol: 96620.79
Realized PnL by Symbol
Details
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