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
516.58
Total PnL
-483.42 (-48.34%)
Total Trades (Win/Los)
66 (40/26)
Win Rate
60.61%
Max Drawdown
708.39 (62.47%)
Total Fees
19.23
Position avg (max), %
15.71 (127.80)
Profit Factor
0.61
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% | 3.94% | -8.42% | -13.36% | 3.95% | -0.12% | -9.74% | 3.13% | -30.98% |
| 2025 | -4.01% | -21.58% | 0.81% | -8.10% | 1.50% | -1.45% | 4.08% | 1.35% | 2.68% | -12.98% | 1.92% | 3.02% | -30.96% |
| 2026 | 4.84% | 0.99% | 6.70% | 4.75% | -8.39% | 0.00% | — | — | — | — | — | — | 8.41% |
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 | 516.58 |
| Min balance | 425.57 |
| Max balance | 1133.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.18 |
| Average monthly return (arithmetic), % | -1.81 |
| Best month, % | 11.30 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -483.42 |
| Total PnL, % | -48.34 |
| Gross profit | 713.66 |
| Gross loss | 1175.56 |
| Trading volume (USDT) | 53848.08 |
| Total transactions (buy/sell) | 67 |
| Total fees | 19.23 |
| Funding net | -2.29 |
| Funding accrued (received) | 4.94 |
| Funding paid | 7.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 66 |
| Win Trades | 40 |
| Los Trades | 26 |
| Win Rate, % | 60.61 |
| Expectancy per trade | -6.9984 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.71 |
| Position max, % of margin balance | 127.80 |
| Max Drawdown | 708.39 |
| Max Drawdown, % | 62.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6071 |
| Recovery Factor (Total PnL / Max DD) | -0.6824 |
| Sharpe ratio (monthly) | -0.7651 |
| Sortino ratio (monthly) | -0.8101 |
| CAGR, % | -23.93 |
| Calmar ratio (CAGR / Max DD%) | -0.3831 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -461.90 | Fee: 19.23 | Vol: 53848.08
Realized PnL by Symbol
Details
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