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
987.05
Total PnL
-12.95 (-1.29%)
Total Trades (Win/Los)
93 (61/32)
Win Rate
65.59%
Max Drawdown
597.89 (47.93%)
Total Fees
33.95
Position avg (max), %
18.77 (134.80)
Profit Factor
1.02
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 | 10.51% | 7.77% | 0.24% | -10.90% | 4.57% | 3.53% | -9.46% | -3.63% | 4.05% | 8.03% | -10.18% | -29.38% | -28.37% |
| 2025 | 2.41% | -8.06% | 7.19% | 4.14% | 0.96% | -1.00% | 4.98% | 7.23% | 4.10% | -24.33% | 9.26% | 6.85% | 8.74% |
| 2026 | 8.11% | 4.98% | 3.72% | 4.48% | 3.03% | 0.00% | — | — | — | — | — | — | 26.72% |
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 | 987.05 |
| Min balance | 649.53 |
| Max balance | 1247.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.44 |
| Best month, % | 10.51 |
| Worst month, % | -29.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -12.95 |
| Total PnL, % | -1.29 |
| Gross profit | 1483.86 |
| Gross loss | 1459.55 |
| Trading volume (USDT) | 95252.35 |
| Total transactions (buy/sell) | 94 |
| Total fees | 33.95 |
| Funding net | -3.32 |
| Funding accrued (received) | 8.62 |
| Funding paid | 11.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 93 |
| Win Trades | 61 |
| Los Trades | 32 |
| Win Rate, % | 65.59 |
| Expectancy per trade | 0.2615 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.77 |
| Position max, % of margin balance | 134.80 |
| Max Drawdown | 597.89 |
| Max Drawdown, % | 47.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0167 |
| Recovery Factor (Total PnL / Max DD) | -0.0217 |
| Sharpe ratio (monthly) | 0.1647 |
| Sortino ratio (monthly) | 0.1940 |
| CAGR, % | -0.54 |
| Calmar ratio (CAGR / Max DD%) | -0.0112 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 24.32 | Fee: 33.95 | Vol: 95252.35
Realized PnL by Symbol
Details
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