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
524.11
Total PnL
-475.89 (-47.59%)
Total Trades (Win/Los)
86 (49/37)
Win Rate
56.98%
Max Drawdown
719.75 (60.09%)
Total Fees
30.53
Position avg (max), %
17.47 (125.06)
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 | 15.64% | 0.91% | 0.25% | -10.49% | 3.34% | 3.86% | -6.89% | -6.59% | 4.04% | -18.12% | 2.51% | 3.69% | -11.49% |
| 2025 | -1.92% | -24.82% | 0.65% | -3.62% | 1.14% | -14.69% | 5.26% | 1.18% | 3.83% | -10.23% | 1.60% | -10.43% | -44.24% |
| 2026 | 5.91% | 0.95% | 6.99% | 5.44% | -11.94% | 0.00% | — | — | — | — | — | — | 6.21% |
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 | 524.11 |
| Min balance | 478.05 |
| Max balance | 1197.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.13 |
| Average monthly return (arithmetic), % | -1.75 |
| Best month, % | 15.64 |
| Worst month, % | -24.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -475.89 |
| Total PnL, % | -47.59 |
| Gross profit | 990.56 |
| Gross loss | 1435.79 |
| Trading volume (USDT) | 85419.16 |
| Total transactions (buy/sell) | 87 |
| Total fees | 30.53 |
| Funding net | -0.13 |
| Funding accrued (received) | 7.85 |
| Funding paid | 7.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 49 |
| Los Trades | 37 |
| Win Rate, % | 56.98 |
| Expectancy per trade | -5.1771 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.47 |
| Position max, % of margin balance | 125.06 |
| Max Drawdown | 719.75 |
| Max Drawdown, % | 60.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6899 |
| Recovery Factor (Total PnL / Max DD) | -0.6612 |
| Sharpe ratio (monthly) | -0.7231 |
| Sortino ratio (monthly) | -0.7981 |
| CAGR, % | -23.47 |
| Calmar ratio (CAGR / Max DD%) | -0.3906 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -445.23 | Fee: 30.53 | Vol: 85419.16
Realized PnL by Symbol
Details
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