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
729.46
Total PnL
-270.54 (-27.05%)
Total Trades (Win/Los)
84 (53/31)
Win Rate
63.10%
Max Drawdown
681.36 (55.16%)
Total Fees
29.29
Position avg (max), %
20.12 (135.13)
Profit Factor
0.83
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 | 12.76% | 4.64% | 0.25% | -11.18% | 4.63% | 3.57% | -13.71% | -4.92% | 4.03% | 7.80% | -10.24% | -29.29% | -33.52% |
| 2025 | 6.24% | -2.64% | -7.41% | 5.20% | 1.08% | -1.01% | 5.17% | -9.62% | 5.27% | -15.61% | 9.93% | -4.12% | -10.28% |
| 2026 | 4.32% | 5.03% | 3.70% | 3.40% | 4.09% | 0.00% | — | — | — | — | — | — | 22.30% |
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 | 729.46 |
| Min balance | 553.94 |
| Max balance | 1235.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.05 |
| Average monthly return (arithmetic), % | -0.62 |
| Best month, % | 12.76 |
| Worst month, % | -29.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -270.54 |
| Total PnL, % | -27.05 |
| Gross profit | 1183.16 |
| Gross loss | 1423.20 |
| Trading volume (USDT) | 82127.13 |
| Total transactions (buy/sell) | 85 |
| Total fees | 29.29 |
| Funding net | -1.20 |
| Funding accrued (received) | 8.87 |
| Funding paid | 10.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 53 |
| Los Trades | 31 |
| Win Rate, % | 63.10 |
| Expectancy per trade | -2.8577 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.12 |
| Position max, % of margin balance | 135.13 |
| Max Drawdown | 681.36 |
| Max Drawdown, % | 55.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8313 |
| Recovery Factor (Total PnL / Max DD) | -0.3971 |
| Sharpe ratio (monthly) | -0.2455 |
| Sortino ratio (monthly) | -0.2847 |
| CAGR, % | -12.25 |
| Calmar ratio (CAGR / Max DD%) | -0.2220 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -240.05 | Fee: 29.29 | Vol: 82127.13
Realized PnL by Symbol
Details
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