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
493.86
Total PnL
-506.14 (-50.61%)
Total Trades (Win/Los)
58 (38/20)
Win Rate
65.52%
Max Drawdown
783.86 (71.16%)
Total Fees
14.47
Position avg (max), %
21.00 (145.05)
Profit Factor
0.53
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% | -11.44% | 2.96% | -45.70% |
| 2025 | -10.69% | -5.04% | -11.85% | 9.63% | 1.63% | -25.05% | 6.61% | 1.87% | 3.39% | 0.83% | 2.27% | 2.42% | -25.97% |
| 2026 | 5.06% | -5.75% | 14.33% | 3.08% | 5.29% | 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 | 493.86 |
| Min balance | 317.67 |
| Max balance | 1101.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.32 |
| Average monthly return (arithmetic), % | -1.80 |
| Best month, % | 14.33 |
| Worst month, % | -30.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -506.14 |
| Total PnL, % | -50.61 |
| Gross profit | 546.25 |
| Gross loss | 1039.39 |
| Trading volume (USDT) | 40527.24 |
| Total transactions (buy/sell) | 59 |
| Total fees | 14.47 |
| Funding net | 1.47 |
| Funding accrued (received) | 7.49 |
| Funding paid | 6.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 58 |
| Win Trades | 38 |
| Los Trades | 20 |
| Win Rate, % | 65.52 |
| Expectancy per trade | -8.5025 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.00 |
| Position max, % of margin balance | 145.05 |
| Max Drawdown | 783.86 |
| Max Drawdown, % | 71.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5255 |
| Recovery Factor (Total PnL / Max DD) | -0.6457 |
| Sharpe ratio (monthly) | -0.6472 |
| Sortino ratio (monthly) | -0.7055 |
| CAGR, % | -25.33 |
| Calmar ratio (CAGR / Max DD%) | -0.3560 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -493.14 | Fee: 14.47 | Vol: 40527.24
Realized PnL by Symbol
Details
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