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
628.04
Total PnL
-371.96 (-37.20%)
Total Trades (Win/Los)
49 (33/16)
Win Rate
67.35%
Max Drawdown
681.29 (59.42%)
Total Fees
14.82
Position avg (max), %
18.89 (165.22)
Profit Factor
0.63
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% | -19.86% | 3.62% | -8.49% | -16.16% | 4.06% | -0.14% | -9.81% | 3.18% | -36.37% |
| 2025 | 0.08% | -2.43% | 0.68% | 5.03% | 1.10% | -25.01% | 4.15% | 1.30% | 2.91% | 0.58% | 1.60% | 3.08% | -10.46% |
| 2026 | 4.56% | 0.83% | 6.86% | -6.34% | 4.47% | 0.00% | — | — | — | — | — | — | 10.24% |
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 | 628.04 |
| Min balance | 465.27 |
| Max balance | 1146.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.54 |
| Average monthly return (arithmetic), % | -1.21 |
| Best month, % | 8.09 |
| Worst month, % | -25.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -371.96 |
| Total PnL, % | -37.20 |
| Gross profit | 599.05 |
| Gross loss | 955.87 |
| Trading volume (USDT) | 41526.40 |
| Total transactions (buy/sell) | 50 |
| Total fees | 14.82 |
| Funding net | -0.31 |
| Funding accrued (received) | 7.63 |
| Funding paid | 7.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 33 |
| Los Trades | 16 |
| Win Rate, % | 67.35 |
| Expectancy per trade | -7.2822 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.89 |
| Position max, % of margin balance | 165.22 |
| Max Drawdown | 681.29 |
| Max Drawdown, % | 59.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6267 |
| Recovery Factor (Total PnL / Max DD) | -0.5460 |
| Sharpe ratio (monthly) | -0.5517 |
| Sortino ratio (monthly) | -0.5896 |
| CAGR, % | -17.52 |
| Calmar ratio (CAGR / Max DD%) | -0.2949 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -356.83 | Fee: 14.82 | Vol: 41526.40
Realized PnL by Symbol
Details
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