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
606.95
Total PnL
-393.05 (-39.31%)
Total Trades (Win/Los)
59 (39/20)
Win Rate
66.10%
Max Drawdown
709.97 (64.45%)
Total Fees
15.70
Position avg (max), %
20.12 (145.05)
Profit Factor
0.62
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% | -30.61% | -15.10% | 3.61% | -8.20% | -6.61% | 4.14% | -0.16% | -9.54% | 3.15% | -44.45% |
| 2025 | 6.04% | -2.58% | -11.73% | 9.53% | 1.31% | -25.52% | 6.03% | 1.52% | 3.71% | 0.67% | 1.85% | 3.05% | -11.12% |
| 2026 | 4.81% | -6.10% | 14.93% | 3.20% | 5.32% | 0.00% | — | — | — | — | — | — | 22.93% |
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 | 606.95 |
| Min balance | 391.55 |
| Max balance | 1101.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.65 |
| Average monthly return (arithmetic), % | -1.13 |
| Best month, % | 14.93 |
| Worst month, % | -30.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -393.05 |
| Total PnL, % | -39.31 |
| Gross profit | 614.69 |
| Gross loss | 992.89 |
| Trading volume (USDT) | 43976.06 |
| Total transactions (buy/sell) | 60 |
| Total fees | 15.70 |
| Funding net | 0.85 |
| Funding accrued (received) | 7.65 |
| Funding paid | 6.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 39 |
| Los Trades | 20 |
| Win Rate, % | 66.10 |
| Expectancy per trade | -6.4103 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.12 |
| Position max, % of margin balance | 145.05 |
| Max Drawdown | 709.97 |
| Max Drawdown, % | 64.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6191 |
| Recovery Factor (Total PnL / Max DD) | -0.5536 |
| Sharpe ratio (monthly) | -0.4100 |
| Sortino ratio (monthly) | -0.4582 |
| CAGR, % | -18.68 |
| Calmar ratio (CAGR / Max DD%) | -0.2898 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -378.21 | Fee: 15.70 | Vol: 43976.06
Realized PnL by Symbol
Details
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