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
708.94
Total PnL
-291.06 (-29.11%)
Total Trades (Win/Los)
50 (34/16)
Win Rate
68.00%
Max Drawdown
669.79 (58.42%)
Total Fees
15.14
Position avg (max), %
17.26 (154.61)
Profit Factor
0.70
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% | -5.62% | -17.17% | 3.50% | -8.56% | -16.33% | 4.09% | -0.13% | -10.02% | 3.09% | -34.68% |
| 2025 | 0.08% | -2.51% | 0.66% | 5.03% | 1.07% | -25.18% | 4.06% | 1.27% | 2.80% | 0.57% | 1.57% | 3.15% | -10.95% |
| 2026 | 4.66% | 0.81% | 6.98% | 2.59% | 5.24% | 0.00% | — | — | — | — | — | — | 21.88% |
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 | 708.94 |
| Min balance | 476.77 |
| Max balance | 1146.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.14 |
| Average monthly return (arithmetic), % | -0.83 |
| Best month, % | 8.09 |
| Worst month, % | -25.18 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -291.06 |
| Total PnL, % | -29.11 |
| Gross profit | 636.75 |
| Gross loss | 913.19 |
| Trading volume (USDT) | 42444.28 |
| Total transactions (buy/sell) | 51 |
| Total fees | 15.14 |
| Funding net | 0.52 |
| Funding accrued (received) | 7.66 |
| Funding paid | 7.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 34 |
| Los Trades | 16 |
| Win Rate, % | 68.00 |
| Expectancy per trade | -5.5288 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.26 |
| Position max, % of margin balance | 154.61 |
| Max Drawdown | 669.79 |
| Max Drawdown, % | 58.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6973 |
| Recovery Factor (Total PnL / Max DD) | -0.4345 |
| Sharpe ratio (monthly) | -0.3870 |
| Sortino ratio (monthly) | -0.4206 |
| CAGR, % | -13.28 |
| Calmar ratio (CAGR / Max DD%) | -0.2273 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -276.44 | Fee: 15.14 | Vol: 42444.28
Realized PnL by Symbol
Details
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