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
752.19
Total PnL
-247.81 (-24.78%)
Total Trades (Win/Los)
66 (42/24)
Win Rate
63.64%
Max Drawdown
614.57 (55.62%)
Total Fees
20.76
Position avg (max), %
19.38 (129.25)
Profit Factor
0.78
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 | 5.18% | -0.57% | 0.28% | -28.74% | 9.10% | 3.51% | -8.27% | -6.55% | 4.10% | -2.52% | -9.96% | 3.16% | -31.79% |
| 2025 | 6.66% | -2.84% | -7.44% | 5.19% | 1.05% | -24.55% | 5.52% | 1.22% | 3.83% | 0.54% | 1.49% | 3.20% | -10.16% |
| 2026 | 4.61% | -6.08% | 15.14% | 3.08% | 5.27% | 0.00% | — | — | — | — | — | — | 22.75% |
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 | 752.19 |
| Min balance | 490.46 |
| Max balance | 1105.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.94 |
| Average monthly return (arithmetic), % | -0.51 |
| Best month, % | 15.14 |
| Worst month, % | -28.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -247.81 |
| Total PnL, % | -24.78 |
| Gross profit | 828.10 |
| Gross loss | 1056.73 |
| Trading volume (USDT) | 58175.12 |
| Total transactions (buy/sell) | 67 |
| Total fees | 20.76 |
| Funding net | 1.58 |
| Funding accrued (received) | 9.37 |
| Funding paid | 7.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 66 |
| Win Trades | 42 |
| Los Trades | 24 |
| Win Rate, % | 63.64 |
| Expectancy per trade | -3.4641 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.38 |
| Position max, % of margin balance | 129.25 |
| Max Drawdown | 614.57 |
| Max Drawdown, % | 55.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7836 |
| Recovery Factor (Total PnL / Max DD) | -0.4032 |
| Sharpe ratio (monthly) | -0.2023 |
| Sortino ratio (monthly) | -0.2325 |
| CAGR, % | -11.12 |
| Calmar ratio (CAGR / Max DD%) | -0.2000 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -228.63 | Fee: 20.76 | Vol: 58175.12
Realized PnL by Symbol
Details
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