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
576.11
Total PnL
-423.89 (-42.39%)
Total Trades (Win/Los)
83 (47/36)
Win Rate
56.63%
Max Drawdown
718.83 (60.91%)
Total Fees
27.76
Position avg (max), %
17.35 (127.89)
Profit Factor
0.73
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 | 11.30% | 0.94% | 0.26% | -10.53% | 3.37% | 3.83% | -8.66% | -11.82% | 4.09% | -4.71% | -9.94% | 3.37% | -19.55% |
| 2025 | 2.48% | -24.61% | 0.68% | -8.26% | -0.79% | -1.22% | 5.50% | 1.14% | 3.99% | -24.62% | 9.57% | 3.07% | -33.94% |
| 2026 | 4.78% | -6.20% | 15.07% | 4.75% | -8.50% | 0.00% | — | — | — | — | — | — | 8.40% |
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 | 576.11 |
| Min balance | 461.30 |
| Max balance | 1180.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.82 |
| Average monthly return (arithmetic), % | -1.39 |
| Best month, % | 15.07 |
| Worst month, % | -24.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -423.89 |
| Total PnL, % | -42.39 |
| Gross profit | 1042.80 |
| Gross loss | 1434.83 |
| Trading volume (USDT) | 77769.66 |
| Total transactions (buy/sell) | 84 |
| Total fees | 27.76 |
| Funding net | -4.10 |
| Funding accrued (received) | 5.66 |
| Funding paid | 9.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 47 |
| Los Trades | 36 |
| Win Rate, % | 56.63 |
| Expectancy per trade | -4.7232 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.35 |
| Position max, % of margin balance | 127.89 |
| Max Drawdown | 718.83 |
| Max Drawdown, % | 60.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7268 |
| Recovery Factor (Total PnL / Max DD) | -0.5897 |
| Sharpe ratio (monthly) | -0.5387 |
| Sortino ratio (monthly) | -0.6144 |
| CAGR, % | -20.42 |
| Calmar ratio (CAGR / Max DD%) | -0.3352 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -392.03 | Fee: 27.76 | Vol: 77769.66
Realized PnL by Symbol
Details
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