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
782.76
Total PnL
-217.24 (-21.72%)
Total Trades (Win/Los)
53 (35/18)
Win Rate
66.04%
Max Drawdown
493.19 (45.81%)
Total Fees
16.39
Position avg (max), %
13.55 (126.92)
Profit Factor
0.77
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% | -22.92% | 3.82% | -0.40% | -5.49% | -13.81% | 3.96% | -0.13% | -9.66% | 3.21% | -32.77% |
| 2025 | -3.91% | 0.17% | 0.65% | 0.05% | 3.73% | -1.52% | 4.04% | 0.98% | 2.77% | -14.44% | 1.41% | 3.12% | -4.34% |
| 2026 | 4.57% | 0.74% | 7.05% | 4.75% | 3.04% | 0.00% | — | — | — | — | — | — | 21.71% |
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 | 782.76 |
| Min balance | 583.35 |
| Max balance | 1076.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.81 |
| Average monthly return (arithmetic), % | -0.58 |
| Best month, % | 7.05 |
| Worst month, % | -22.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -217.24 |
| Total PnL, % | -21.72 |
| Gross profit | 665.71 |
| Gross loss | 865.44 |
| Trading volume (USDT) | 45967.82 |
| Total transactions (buy/sell) | 55 |
| Total fees | 16.39 |
| Funding net | -1.12 |
| Funding accrued (received) | 5.44 |
| Funding paid | 6.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 35 |
| Los Trades | 18 |
| Win Rate, % | 66.04 |
| Expectancy per trade | -3.7685 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.55 |
| Position max, % of margin balance | 126.92 |
| Max Drawdown | 493.19 |
| Max Drawdown, % | 45.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7692 |
| Recovery Factor (Total PnL / Max DD) | -0.4405 |
| Sharpe ratio (monthly) | -0.3059 |
| Sortino ratio (monthly) | -0.3356 |
| CAGR, % | -9.65 |
| Calmar ratio (CAGR / Max DD%) | -0.2105 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -199.73 | Fee: 16.39 | Vol: 45967.82
Realized PnL by Symbol
Details
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