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
714.49
Total PnL
-285.51 (-28.55%)
Total Trades (Win/Los)
69 (41/28)
Win Rate
59.42%
Max Drawdown
346.84 (34.68%)
Total Fees
25.35
Position avg (max), %
15.29 (125.82)
Profit Factor
0.76
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 | -8.71% | 1.15% | 0.32% | -1.75% | 3.66% | -0.36% | -3.51% | -5.55% | 4.06% | -18.16% | 5.78% | 3.72% | -19.96% |
| 2025 | -1.88% | 3.92% | 0.52% | 0.04% | 3.85% | -14.45% | 4.95% | 0.88% | 4.03% | -7.64% | 1.17% | -10.18% | -15.77% |
| 2026 | 5.76% | 0.69% | 7.20% | 5.57% | -12.06% | 0.00% | — | — | — | — | — | — | 5.99% |
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 | 714.49 |
| Min balance | 653.16 |
| Max balance | 999.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.11 |
| Average monthly return (arithmetic), % | -0.90 |
| Best month, % | 7.20 |
| Worst month, % | -18.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -285.51 |
| Total PnL, % | -28.55 |
| Gross profit | 826.23 |
| Gross loss | 1086.54 |
| Trading volume (USDT) | 70973.30 |
| Total transactions (buy/sell) | 71 |
| Total fees | 25.35 |
| Funding net | 0.15 |
| Funding accrued (received) | 7.39 |
| Funding paid | 7.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 69 |
| Win Trades | 41 |
| Los Trades | 28 |
| Win Rate, % | 59.42 |
| Expectancy per trade | -3.7726 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.29 |
| Position max, % of margin balance | 125.82 |
| Max Drawdown | 346.84 |
| Max Drawdown, % | 34.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7604 |
| Recovery Factor (Total PnL / Max DD) | -0.8232 |
| Sharpe ratio (monthly) | -0.4891 |
| Sortino ratio (monthly) | -0.5471 |
| CAGR, % | -13.00 |
| Calmar ratio (CAGR / Max DD%) | -0.3747 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -260.31 | Fee: 25.35 | Vol: 70973.30
Realized PnL by Symbol
Details
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