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
523.39
Total PnL
-476.61 (-47.66%)
Total Trades (Win/Los)
68 (40/28)
Win Rate
58.82%
Max Drawdown
715.26 (63.08%)
Total Fees
20.35
Position avg (max), %
14.71 (126.22)
Profit Factor
0.62
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 | 11.30% | 0.94% | 0.26% | -25.68% | 3.45% | 3.99% | -8.42% | -7.99% | 4.04% | -0.12% | -7.45% | 3.23% | -24.66% |
| 2025 | -3.85% | -30.93% | 0.85% | -8.14% | 1.56% | -1.52% | 4.24% | 1.40% | 3.65% | -9.72% | 1.90% | 2.99% | -36.13% |
| 2026 | 5.06% | 0.98% | 6.79% | 4.69% | -8.29% | 0.00% | — | — | — | — | — | — | 8.77% |
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 | 523.39 |
| Min balance | 418.70 |
| Max balance | 1133.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.13 |
| Average monthly return (arithmetic), % | -1.69 |
| Best month, % | 11.30 |
| Worst month, % | -30.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -476.61 |
| Total PnL, % | -47.66 |
| Gross profit | 732.16 |
| Gross loss | 1187.53 |
| Trading volume (USDT) | 56968.75 |
| Total transactions (buy/sell) | 69 |
| Total fees | 20.35 |
| Funding net | -0.89 |
| Funding accrued (received) | 5.42 |
| Funding paid | 6.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 40 |
| Los Trades | 28 |
| Win Rate, % | 58.82 |
| Expectancy per trade | -6.6966 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.71 |
| Position max, % of margin balance | 126.22 |
| Max Drawdown | 715.26 |
| Max Drawdown, % | 63.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6165 |
| Recovery Factor (Total PnL / Max DD) | -0.6663 |
| Sharpe ratio (monthly) | -0.6708 |
| Sortino ratio (monthly) | -0.7091 |
| CAGR, % | -23.52 |
| Calmar ratio (CAGR / Max DD%) | -0.3728 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -455.37 | Fee: 20.35 | Vol: 56968.75
Realized PnL by Symbol
Details
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