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
791.12
Total PnL
-208.88 (-20.89%)
Total Trades (Win/Los)
55 (35/20)
Win Rate
63.64%
Max Drawdown
423.85 (39.37%)
Total Fees
18.56
Position avg (max), %
13.25 (131.23)
Profit Factor
0.79
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 | 5.63% | 0.99% | 0.27% | -22.63% | 3.80% | -0.40% | -5.15% | -8.26% | 3.95% | -0.12% | -10.12% | 3.20% | -28.30% |
| 2025 | -3.86% | 1.29% | 0.61% | 0.05% | 3.68% | -1.42% | 4.03% | 0.90% | 3.80% | -10.51% | 1.24% | 3.26% | 2.14% |
| 2026 | 4.42% | 0.65% | 7.17% | 4.84% | -8.51% | 0.00% | — | — | — | — | — | — | 8.04% |
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 | 791.12 |
| Min balance | 652.69 |
| Max balance | 1076.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.78 |
| Average monthly return (arithmetic), % | -0.57 |
| Best month, % | 7.17 |
| Worst month, % | -22.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -208.88 |
| Total PnL, % | -20.89 |
| Gross profit | 727.40 |
| Gross loss | 915.67 |
| Trading volume (USDT) | 52029.69 |
| Total transactions (buy/sell) | 57 |
| Total fees | 18.56 |
| Funding net | -2.05 |
| Funding accrued (received) | 5.24 |
| Funding paid | 7.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 55 |
| Win Trades | 35 |
| Los Trades | 20 |
| Win Rate, % | 63.64 |
| Expectancy per trade | -3.4231 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.25 |
| Position max, % of margin balance | 131.23 |
| Max Drawdown | 423.85 |
| Max Drawdown, % | 39.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7944 |
| Recovery Factor (Total PnL / Max DD) | -0.4928 |
| Sharpe ratio (monthly) | -0.3238 |
| Sortino ratio (monthly) | -0.3604 |
| CAGR, % | -9.25 |
| Calmar ratio (CAGR / Max DD%) | -0.2349 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -188.27 | Fee: 18.56 | Vol: 52029.69
Realized PnL by Symbol
Details
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