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
676.19
Total PnL
-323.81 (-32.38%)
Total Trades (Win/Los)
56 (37/19)
Win Rate
66.07%
Max Drawdown
679.48 (60.69%)
Total Fees
16.40
Position avg (max), %
16.03 (130.29)
Profit Factor
0.69
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% | -28.41% | 8.37% | 3.53% | -8.28% | -15.87% | 4.08% | -0.13% | -10.01% | 3.09% | -34.60% |
| 2025 | -8.45% | -2.51% | 0.72% | 5.06% | 1.17% | -24.79% | 5.77% | 1.36% | 3.87% | 0.60% | 1.65% | 3.08% | -15.63% |
| 2026 | 4.71% | 0.86% | 6.79% | 3.18% | 5.32% | 0.00% | — | — | — | — | — | — | 22.55% |
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 | 676.19 |
| Min balance | 440.12 |
| Max balance | 1119.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.30 |
| Average monthly return (arithmetic), % | -0.86 |
| Best month, % | 8.37 |
| Worst month, % | -28.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -323.81 |
| Total PnL, % | -32.38 |
| Gross profit | 667.92 |
| Gross loss | 973.60 |
| Trading volume (USDT) | 45965.51 |
| Total transactions (buy/sell) | 57 |
| Total fees | 16.40 |
| Funding net | -1.73 |
| Funding accrued (received) | 5.50 |
| Funding paid | 7.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 56 |
| Win Trades | 37 |
| Los Trades | 19 |
| Win Rate, % | 66.07 |
| Expectancy per trade | -5.4586 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.03 |
| Position max, % of margin balance | 130.29 |
| Max Drawdown | 679.48 |
| Max Drawdown, % | 60.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6860 |
| Recovery Factor (Total PnL / Max DD) | -0.4766 |
| Sharpe ratio (monthly) | -0.3438 |
| Sortino ratio (monthly) | -0.3739 |
| CAGR, % | -14.96 |
| Calmar ratio (CAGR / Max DD%) | -0.2465 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -305.68 | Fee: 16.40 | Vol: 45965.51
Realized PnL by Symbol
Details
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