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
583.07
Total PnL
-416.93 (-41.69%)
Total Trades (Win/Los)
49 (32/17)
Win Rate
65.31%
Max Drawdown
695.73 (61.45%)
Total Fees
14.40
Position avg (max), %
19.66 (161.92)
Profit Factor
0.59
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 | 6.71% | 0.98% | 0.27% | -5.43% | -19.44% | 3.36% | -8.83% | -15.66% | 3.69% | -0.14% | -11.96% | 3.06% | -38.52% |
| 2025 | 0.08% | -5.06% | 0.72% | 5.06% | 1.17% | -25.41% | 5.80% | 1.37% | 2.72% | 0.61% | 1.68% | 2.67% | -12.19% |
| 2026 | 4.06% | 0.88% | -1.18% | -1.14% | 5.32% | 0.00% | — | — | — | — | — | — | 8.02% |
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 | 583.07 |
| Min balance | 436.53 |
| Max balance | 1132.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.78 |
| Average monthly return (arithmetic), % | -1.47 |
| Best month, % | 6.71 |
| Worst month, % | -25.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -416.93 |
| Total PnL, % | -41.69 |
| Gross profit | 580.43 |
| Gross loss | 984.25 |
| Trading volume (USDT) | 40361.57 |
| Total transactions (buy/sell) | 50 |
| Total fees | 14.40 |
| Funding net | 1.29 |
| Funding accrued (received) | 8.28 |
| Funding paid | 6.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 32 |
| Los Trades | 17 |
| Win Rate, % | 65.31 |
| Expectancy per trade | -8.2412 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.66 |
| Position max, % of margin balance | 161.92 |
| Max Drawdown | 695.73 |
| Max Drawdown, % | 61.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5897 |
| Recovery Factor (Total PnL / Max DD) | -0.5993 |
| Sharpe ratio (monthly) | -0.6769 |
| Sortino ratio (monthly) | -0.7073 |
| CAGR, % | -20.02 |
| Calmar ratio (CAGR / Max DD%) | -0.3258 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -403.82 | Fee: 14.40 | Vol: 40361.57
Realized PnL by Symbol
Details
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