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
539.82
Total PnL
-460.18 (-46.02%)
Total Trades (Win/Los)
45 (30/15)
Win Rate
66.67%
Max Drawdown
632.74 (61.46%)
Total Fees
12.11
Position avg (max), %
18.89 (165.69)
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 | -11.25% | 1.18% | 0.32% | -6.12% | -19.83% | 3.29% | 0.31% | -9.20% | -0.82% | -0.15% | -11.88% | 3.04% | -42.63% |
| 2025 | 0.09% | -7.25% | 0.79% | 5.08% | 1.28% | -25.81% | 6.86% | 1.49% | 2.65% | 0.67% | 1.83% | 2.78% | -13.34% |
| 2026 | 4.65% | 0.95% | -1.82% | -0.83% | 5.57% | 0.00% | — | — | — | — | — | — | 8.59% |
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 | 539.82 |
| Min balance | 396.75 |
| Max balance | 1029.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.03 |
| Average monthly return (arithmetic), % | -1.74 |
| Best month, % | 6.86 |
| Worst month, % | -25.81 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -460.18 |
| Total PnL, % | -46.02 |
| Gross profit | 484.62 |
| Gross loss | 934.33 |
| Trading volume (USDT) | 33906.56 |
| Total transactions (buy/sell) | 46 |
| Total fees | 12.11 |
| Funding net | 1.63 |
| Funding accrued (received) | 7.58 |
| Funding paid | 5.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 30 |
| Los Trades | 15 |
| Win Rate, % | 66.67 |
| Expectancy per trade | -9.9933 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.89 |
| Position max, % of margin balance | 165.69 |
| Max Drawdown | 632.74 |
| Max Drawdown, % | 61.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5187 |
| Recovery Factor (Total PnL / Max DD) | -0.7273 |
| Sharpe ratio (monthly) | -0.8270 |
| Sortino ratio (monthly) | -0.8489 |
| CAGR, % | -22.53 |
| Calmar ratio (CAGR / Max DD%) | -0.3666 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -449.70 | Fee: 12.11 | Vol: 33906.56
Realized PnL by Symbol
Details
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