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
552.30
Total PnL
-447.70 (-44.77%)
Total Trades (Win/Los)
42 (28/14)
Win Rate
66.67%
Max Drawdown
565.89 (54.97%)
Total Fees
12.23
Position avg (max), %
17.26 (165.69)
Profit Factor
0.53
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 | -11.25% | 1.18% | 0.32% | -6.12% | -19.83% | 3.29% | 0.31% | 1.04% | 3.69% | -0.13% | -11.84% | 3.23% | -33.11% |
| 2025 | 0.07% | -7.21% | 0.68% | 5.03% | 1.10% | -25.47% | 4.18% | 1.31% | 2.93% | 0.59% | 1.61% | 2.94% | -15.43% |
| 2026 | 4.74% | 0.84% | -1.27% | -11.41% | 5.69% | 0.00% | — | — | — | — | — | — | -2.37% |
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 | 552.30 |
| Min balance | 463.59 |
| Max balance | 1029.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.96 |
| Average monthly return (arithmetic), % | -1.66 |
| Best month, % | 5.69 |
| Worst month, % | -25.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -447.70 |
| Total PnL, % | -44.77 |
| Gross profit | 490.70 |
| Gross loss | 929.68 |
| Trading volume (USDT) | 34254.75 |
| Total transactions (buy/sell) | 43 |
| Total fees | 12.23 |
| Funding net | 3.51 |
| Funding accrued (received) | 8.42 |
| Funding paid | 4.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 28 |
| Los Trades | 14 |
| Win Rate, % | 66.67 |
| Expectancy per trade | -10.4520 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.26 |
| Position max, % of margin balance | 165.69 |
| Max Drawdown | 565.89 |
| Max Drawdown, % | 54.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5278 |
| Recovery Factor (Total PnL / Max DD) | -0.7911 |
| Sharpe ratio (monthly) | -0.7851 |
| Sortino ratio (monthly) | -0.8046 |
| CAGR, % | -21.80 |
| Calmar ratio (CAGR / Max DD%) | -0.3965 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -438.98 | Fee: 12.23 | Vol: 34254.75
Realized PnL by Symbol
Details
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