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
900.88
Total PnL
-99.12 (-9.91%)
Total Trades (Win/Los)
71 (44/27)
Win Rate
61.97%
Max Drawdown
516.73 (44.65%)
Total Fees
25.00
Position avg (max), %
17.01 (127.91)
Profit Factor
0.94
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 | 9.40% | 0.96% | 0.26% | -11.13% | 3.35% | 3.60% | -9.38% | -12.92% | 4.05% | -0.11% | -9.94% | 3.37% | -19.56% |
| 2025 | 2.22% | -8.28% | 0.56% | 4.12% | 0.92% | -0.95% | 4.99% | 0.82% | 3.94% | -24.70% | 9.45% | 3.23% | -8.15% |
| 2026 | 4.44% | -7.15% | 16.88% | 4.43% | 3.02% | 0.00% | — | — | — | — | — | — | 21.93% |
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 | 900.88 |
| Min balance | 640.61 |
| Max balance | 1157.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.35 |
| Average monthly return (arithmetic), % | -0.02 |
| Best month, % | 16.88 |
| Worst month, % | -24.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -99.12 |
| Total PnL, % | -9.91 |
| Gross profit | 1080.57 |
| Gross loss | 1149.42 |
| Trading volume (USDT) | 70133.10 |
| Total transactions (buy/sell) | 72 |
| Total fees | 25.00 |
| Funding net | -5.26 |
| Funding accrued (received) | 5.93 |
| Funding paid | 11.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 71 |
| Win Trades | 44 |
| Los Trades | 27 |
| Win Rate, % | 61.97 |
| Expectancy per trade | -0.9697 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.01 |
| Position max, % of margin balance | 127.91 |
| Max Drawdown | 516.73 |
| Max Drawdown, % | 44.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9401 |
| Recovery Factor (Total PnL / Max DD) | -0.1918 |
| Sharpe ratio (monthly) | -0.0084 |
| Sortino ratio (monthly) | -0.0104 |
| CAGR, % | -4.23 |
| Calmar ratio (CAGR / Max DD%) | -0.0947 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -68.85 | Fee: 25.00 | Vol: 70133.10
Realized PnL by Symbol
Details
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