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
519.47
Total PnL
-480.53 (-48.05%)
Total Trades (Win/Los)
52 (35/17)
Win Rate
67.31%
Max Drawdown
766.25 (69.56%)
Total Fees
12.85
Position avg (max), %
19.13 (160.44)
Profit Factor
0.52
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% | -30.61% | -19.39% | 3.59% | -8.17% | -15.27% | 4.00% | -0.18% | -11.53% | 3.44% | -53.13% |
| 2025 | 0.11% | -4.79% | 0.95% | 5.13% | 1.53% | -25.62% | 6.54% | 1.77% | 3.22% | 0.79% | 2.15% | 2.93% | -9.41% |
| 2026 | 4.79% | 1.11% | 6.41% | 3.09% | 5.26% | 0.00% | — | — | — | — | — | — | 22.35% |
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 | 519.47 |
| Min balance | 335.28 |
| Max balance | 1101.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.16 |
| Average monthly return (arithmetic), % | -1.65 |
| Best month, % | 8.09 |
| Worst month, % | -30.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -480.53 |
| Total PnL, % | -48.05 |
| Gross profit | 512.68 |
| Gross loss | 981.55 |
| Trading volume (USDT) | 35990.29 |
| Total transactions (buy/sell) | 53 |
| Total fees | 12.85 |
| Funding net | 1.19 |
| Funding accrued (received) | 6.90 |
| Funding paid | 5.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 52 |
| Win Trades | 35 |
| Los Trades | 17 |
| Win Rate, % | 67.31 |
| Expectancy per trade | -9.0168 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.13 |
| Position max, % of margin balance | 160.44 |
| Max Drawdown | 766.25 |
| Max Drawdown, % | 69.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5223 |
| Recovery Factor (Total PnL / Max DD) | -0.6271 |
| Sharpe ratio (monthly) | -0.6070 |
| Sortino ratio (monthly) | -0.6349 |
| CAGR, % | -23.75 |
| Calmar ratio (CAGR / Max DD%) | -0.3415 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -468.87 | Fee: 12.85 | Vol: 35990.29
Realized PnL by Symbol
Details
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