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
896.57
Total PnL
-103.43 (-10.34%)
Total Trades (Win/Los)
137 (62/75)
Win Rate
45.26%
Max Drawdown
761.95 (51.30%)
Total Fees
71.01
Position avg (max), %
20.30 (132.57)
Profit Factor
0.98
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 | 16.61% | -0.31% | 0.25% | 20.74% | 4.45% | -2.33% | -5.97% | 5.18% | -4.23% | -20.32% | 7.30% | -0.33% | 15.86% |
| 2025 | -29.88% | -5.97% | 0.55% | -0.06% | 0.94% | 10.70% | 5.49% | 0.75% | 4.05% | -8.06% | 1.00% | 2.57% | -22.02% |
| 2026 | 9.32% | 0.50% | 6.80% | -6.14% | -9.89% | 0.00% | — | — | — | — | — | — | -0.76% |
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 | 896.57 |
| Min balance | 723.47 |
| Max balance | 1485.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.36 |
| Average monthly return (arithmetic), % | 0.12 |
| Best month, % | 20.74 |
| Worst month, % | -29.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -103.43 |
| Total PnL, % | -10.34 |
| Gross profit | 1867.69 |
| Gross loss | 1898.39 |
| Trading volume (USDT) | 198459.28 |
| Total transactions (buy/sell) | 138 |
| Total fees | 71.01 |
| Funding net | -1.71 |
| Funding accrued (received) | 12.07 |
| Funding paid | 13.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 137 |
| Win Trades | 62 |
| Los Trades | 75 |
| Win Rate, % | 45.26 |
| Expectancy per trade | -0.2241 |
| Max consecutive wins | 5 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.30 |
| Position max, % of margin balance | 132.57 |
| Max Drawdown | 761.95 |
| Max Drawdown, % | 51.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9838 |
| Recovery Factor (Total PnL / Max DD) | -0.1357 |
| Sharpe ratio (monthly) | 0.0450 |
| Sortino ratio (monthly) | 0.0586 |
| CAGR, % | -4.42 |
| Calmar ratio (CAGR / Max DD%) | -0.0862 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -30.70 | Fee: 71.01 | Vol: 198459.28
Realized PnL by Symbol
Details
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