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
618.34
Total PnL
-381.66 (-38.17%)
Total Trades (Win/Los)
59 (39/20)
Win Rate
66.10%
Max Drawdown
710.79 (63.99%)
Total Fees
15.79
Position avg (max), %
19.66 (148.85)
Profit Factor
0.63
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 | 8.09% | 0.97% | 0.27% | -29.76% | -15.38% | 3.58% | -8.58% | -6.53% | 4.12% | -0.15% | -9.50% | 3.13% | -44.14% |
| 2025 | 6.01% | -2.53% | -7.13% | 5.09% | 1.29% | -25.14% | 6.14% | 1.49% | 3.63% | 0.66% | 1.81% | 2.99% | -9.91% |
| 2026 | 4.72% | -5.99% | 14.80% | 3.13% | 5.42% | 0.00% | — | — | — | — | — | — | 22.87% |
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 | 618.34 |
| Min balance | 400.06 |
| Max balance | 1110.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.59 |
| Average monthly return (arithmetic), % | -1.11 |
| Best month, % | 14.80 |
| Worst month, % | -29.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -381.66 |
| Total PnL, % | -38.17 |
| Gross profit | 613.94 |
| Gross loss | 980.63 |
| Trading volume (USDT) | 44250.33 |
| Total transactions (buy/sell) | 60 |
| Total fees | 15.79 |
| Funding net | 0.82 |
| Funding accrued (received) | 7.59 |
| Funding paid | 6.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 39 |
| Los Trades | 20 |
| Win Rate, % | 66.10 |
| Expectancy per trade | -6.2151 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.66 |
| Position max, % of margin balance | 148.85 |
| Max Drawdown | 710.79 |
| Max Drawdown, % | 63.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6261 |
| Recovery Factor (Total PnL / Max DD) | -0.5370 |
| Sharpe ratio (monthly) | -0.4192 |
| Sortino ratio (monthly) | -0.4655 |
| CAGR, % | -18.05 |
| Calmar ratio (CAGR / Max DD%) | -0.2821 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -366.69 | Fee: 15.79 | Vol: 44250.33
Realized PnL by Symbol
Details
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