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
737.84
Total PnL
-262.16 (-26.22%)
Total Trades (Win/Los)
40 (28/12)
Win Rate
70.00%
Max Drawdown
416.07 (39.88%)
Total Fees
14.15
Position avg (max), %
14.90 (143.18)
Profit Factor
0.71
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 | -12.12% | 1.19% | 0.33% | 3.38% | 3.85% | 3.59% | 0.22% | 0.74% | 3.65% | -0.09% | -12.47% | 3.32% | -6.18% |
| 2025 | 0.05% | -7.80% | 0.49% | -1.46% | 6.03% | -26.10% | 4.00% | 0.97% | 3.35% | 0.43% | 1.19% | 3.20% | -18.52% |
| 2026 | 4.25% | 0.62% | -1.66% | -11.50% | 5.72% | 0.00% | — | — | — | — | — | — | -3.48% |
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 | 737.84 |
| Min balance | 627.22 |
| Max balance | 1043.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.01 |
| Average monthly return (arithmetic), % | -0.75 |
| Best month, % | 6.03 |
| Worst month, % | -26.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -262.16 |
| Total PnL, % | -26.22 |
| Gross profit | 609.95 |
| Gross loss | 857.92 |
| Trading volume (USDT) | 39696.45 |
| Total transactions (buy/sell) | 41 |
| Total fees | 14.15 |
| Funding net | -0.04 |
| Funding accrued (received) | 7.20 |
| Funding paid | 7.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 28 |
| Los Trades | 12 |
| Win Rate, % | 70.00 |
| Expectancy per trade | -6.1993 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.90 |
| Position max, % of margin balance | 143.18 |
| Max Drawdown | 416.07 |
| Max Drawdown, % | 39.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7110 |
| Recovery Factor (Total PnL / Max DD) | -0.6301 |
| Sharpe ratio (monthly) | -0.3880 |
| Sortino ratio (monthly) | -0.4160 |
| CAGR, % | -11.83 |
| Calmar ratio (CAGR / Max DD%) | -0.2966 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -247.97 | Fee: 14.15 | Vol: 39696.45
Realized PnL by Symbol
Details
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