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
637.65
Total PnL
-362.35 (-36.23%)
Total Trades (Win/Los)
46 (31/15)
Win Rate
67.39%
Max Drawdown
673.09 (58.71%)
Total Fees
14.13
Position avg (max), %
17.88 (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% | 3.63% | -8.49% | -10.09% | 4.07% | -0.13% | -11.87% | 3.24% | -33.26% |
| 2025 | 0.07% | -5.24% | 0.67% | 5.07% | 1.08% | -25.17% | 4.09% | 1.28% | 3.19% | 0.57% | 1.57% | 3.15% | -13.04% |
| 2026 | 4.51% | 0.82% | 7.01% | -6.65% | 4.40% | 0.00% | — | — | — | — | — | — | 9.88% |
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 | 637.65 |
| Min balance | 473.47 |
| Max balance | 1146.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.49 |
| Average monthly return (arithmetic), % | -1.18 |
| Best month, % | 8.09 |
| Worst month, % | -25.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -362.35 |
| Total PnL, % | -36.23 |
| Gross profit | 593.74 |
| Gross loss | 942.71 |
| Trading volume (USDT) | 39610.69 |
| Total transactions (buy/sell) | 47 |
| Total fees | 14.13 |
| Funding net | 0.74 |
| Funding accrued (received) | 7.86 |
| Funding paid | 7.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 31 |
| Los Trades | 15 |
| Win Rate, % | 67.39 |
| Expectancy per trade | -7.5861 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.88 |
| Position max, % of margin balance | 165.22 |
| Max Drawdown | 673.09 |
| Max Drawdown, % | 58.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6298 |
| Recovery Factor (Total PnL / Max DD) | -0.5383 |
| Sharpe ratio (monthly) | -0.5477 |
| Sortino ratio (monthly) | -0.5884 |
| CAGR, % | -17.00 |
| Calmar ratio (CAGR / Max DD%) | -0.2896 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -348.96 | Fee: 14.13 | Vol: 39610.69
Realized PnL by Symbol
Details
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