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
660.83
Total PnL
-339.17 (-33.92%)
Total Trades (Win/Los)
92 (52/40)
Win Rate
56.52%
Max Drawdown
660.97 (55.70%)
Total Fees
32.40
Position avg (max), %
19.33 (125.30)
Profit Factor
0.79
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 | 11.42% | 0.94% | 0.26% | -9.85% | 3.34% | 3.84% | -8.83% | -13.00% | 3.91% | -1.36% | -10.89% | 4.37% | -17.51% |
| 2025 | 2.65% | -21.64% | 0.64% | -4.91% | 1.18% | -0.11% | 5.26% | -0.95% | 5.11% | -23.75% | 9.44% | 3.25% | -26.54% |
| 2026 | 4.84% | -6.12% | 14.89% | 5.15% | -8.29% | 0.00% | — | — | — | — | — | — | 9.06% |
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 | 660.83 |
| Min balance | 525.63 |
| Max balance | 1186.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.37 |
| Average monthly return (arithmetic), % | -0.97 |
| Best month, % | 14.89 |
| Worst month, % | -23.75 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -339.17 |
| Total PnL, % | -33.92 |
| Gross profit | 1162.26 |
| Gross loss | 1467.23 |
| Trading volume (USDT) | 90754.10 |
| Total transactions (buy/sell) | 93 |
| Total fees | 32.40 |
| Funding net | -1.80 |
| Funding accrued (received) | 7.95 |
| Funding paid | 9.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 52 |
| Los Trades | 40 |
| Win Rate, % | 56.52 |
| Expectancy per trade | -3.3149 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.33 |
| Position max, % of margin balance | 125.30 |
| Max Drawdown | 660.97 |
| Max Drawdown, % | 55.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7921 |
| Recovery Factor (Total PnL / Max DD) | -0.5131 |
| Sharpe ratio (monthly) | -0.3914 |
| Sortino ratio (monthly) | -0.4576 |
| CAGR, % | -15.76 |
| Calmar ratio (CAGR / Max DD%) | -0.2830 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -304.97 | Fee: 32.40 | Vol: 90754.10
Realized PnL by Symbol
Details
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