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
932.40
Total PnL
-67.60 (-6.76%)
Total Trades (Win/Los)
51 (36/15)
Win Rate
70.59%
Max Drawdown
551.90 (46.68%)
Total Fees
18.62
Position avg (max), %
13.72 (128.26)
Profit Factor
0.95
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 | 8.09% | 0.97% | 0.27% | -5.59% | 9.61% | 3.58% | -8.51% | -16.13% | 4.07% | -0.10% | -10.00% | 3.27% | -13.02% |
| 2025 | 0.06% | -2.92% | 0.50% | 5.08% | 0.81% | -24.97% | 3.99% | 0.96% | 2.94% | 0.43% | 1.19% | 3.29% | -11.98% |
| 2026 | 4.28% | 0.62% | 7.18% | 2.83% | 5.31% | 0.00% | — | — | — | — | — | — | 21.79% |
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 | 932.40 |
| Min balance | 630.51 |
| Max balance | 1182.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.23 |
| Average monthly return (arithmetic), % | 0.04 |
| Best month, % | 9.61 |
| Worst month, % | -24.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -67.60 |
| Total PnL, % | -6.76 |
| Gross profit | 833.43 |
| Gross loss | 879.38 |
| Trading volume (USDT) | 52240.12 |
| Total transactions (buy/sell) | 52 |
| Total fees | 18.62 |
| Funding net | -3.03 |
| Funding accrued (received) | 5.69 |
| Funding paid | 8.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 36 |
| Los Trades | 15 |
| Win Rate, % | 70.59 |
| Expectancy per trade | -0.9011 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.72 |
| Position max, % of margin balance | 128.26 |
| Max Drawdown | 551.90 |
| Max Drawdown, % | 46.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9477 |
| Recovery Factor (Total PnL / Max DD) | -0.1225 |
| Sharpe ratio (monthly) | 0.0185 |
| Sortino ratio (monthly) | 0.0214 |
| CAGR, % | -2.86 |
| Calmar ratio (CAGR / Max DD%) | -0.0612 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -45.95 | Fee: 18.62 | Vol: 52240.12
Realized PnL by Symbol
Details
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