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
868.04
Total PnL
-131.96 (-13.20%)
Total Trades (Win/Los)
47 (32/15)
Win Rate
68.09%
Max Drawdown
534.77 (44.52%)
Total Fees
18.14
Position avg (max), %
16.01 (134.30)
Profit Factor
0.87
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 | 6.71% | 0.98% | 0.27% | 3.49% | 3.31% | 3.43% | -8.98% | -6.55% | 3.76% | -0.09% | -12.19% | 3.40% | -4.33% |
| 2025 | 0.05% | -5.58% | 0.47% | 5.02% | 0.76% | -25.74% | 5.04% | 0.90% | 2.95% | 0.40% | 1.11% | 3.35% | -14.62% |
| 2026 | 3.77% | -7.28% | 6.11% | -1.13% | 5.28% | 0.00% | — | — | — | — | — | — | 6.26% |
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 | 868.04 |
| Min balance | 666.32 |
| Max balance | 1201.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.47 |
| Average monthly return (arithmetic), % | -0.23 |
| Best month, % | 6.71 |
| Worst month, % | -25.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -131.96 |
| Total PnL, % | -13.20 |
| Gross profit | 779.75 |
| Gross loss | 891.66 |
| Trading volume (USDT) | 50881.15 |
| Total transactions (buy/sell) | 48 |
| Total fees | 18.14 |
| Funding net | -1.91 |
| Funding accrued (received) | 7.39 |
| Funding paid | 9.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 47 |
| Win Trades | 32 |
| Los Trades | 15 |
| Win Rate, % | 68.09 |
| Expectancy per trade | -2.3810 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.01 |
| Position max, % of margin balance | 134.30 |
| Max Drawdown | 534.77 |
| Max Drawdown, % | 44.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8745 |
| Recovery Factor (Total PnL / Max DD) | -0.2468 |
| Sharpe ratio (monthly) | -0.1232 |
| Sortino ratio (monthly) | -0.1379 |
| CAGR, % | -5.69 |
| Calmar ratio (CAGR / Max DD%) | -0.1278 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -111.91 | Fee: 18.14 | Vol: 50881.15
Realized PnL by Symbol
Details
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