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
843.78
Total PnL
-156.22 (-15.62%)
Total Trades (Win/Los)
55 (35/20)
Win Rate
63.64%
Max Drawdown
399.99 (36.55%)
Total Fees
19.33
Position avg (max), %
12.08 (123.31)
Profit Factor
0.85
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 | 6.50% | 0.99% | 0.27% | -21.52% | 3.88% | -0.39% | -5.20% | -7.23% | 3.94% | -0.12% | -7.68% | 3.19% | -23.82% |
| 2025 | -3.98% | 1.04% | 0.57% | 0.05% | 3.71% | -0.99% | 3.93% | 0.85% | 3.94% | -10.51% | 1.17% | 3.40% | 2.24% |
| 2026 | 4.72% | 0.61% | 7.13% | 4.89% | -8.49% | 0.00% | — | — | — | — | — | — | 8.34% |
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 | 843.78 |
| Min balance | 694.27 |
| Max balance | 1094.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.56 |
| Average monthly return (arithmetic), % | -0.38 |
| Best month, % | 7.13 |
| Worst month, % | -21.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -156.22 |
| Total PnL, % | -15.62 |
| Gross profit | 770.27 |
| Gross loss | 906.10 |
| Trading volume (USDT) | 54192.52 |
| Total transactions (buy/sell) | 57 |
| Total fees | 19.33 |
| Funding net | -1.05 |
| Funding accrued (received) | 5.48 |
| Funding paid | 6.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 55 |
| Win Trades | 35 |
| Los Trades | 20 |
| Win Rate, % | 63.64 |
| Expectancy per trade | -2.4697 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.08 |
| Position max, % of margin balance | 123.31 |
| Max Drawdown | 399.99 |
| Max Drawdown, % | 36.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8501 |
| Recovery Factor (Total PnL / Max DD) | -0.3905 |
| Sharpe ratio (monthly) | -0.2222 |
| Sortino ratio (monthly) | -0.2529 |
| CAGR, % | -6.79 |
| Calmar ratio (CAGR / Max DD%) | -0.1858 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -135.83 | Fee: 19.33 | Vol: 54192.52
Realized PnL by Symbol
Details
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