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
890.62
Total PnL
-109.38 (-10.94%)
Total Trades (Win/Los)
40 (27/13)
Win Rate
67.50%
Max Drawdown
519.49 (43.63%)
Total Fees
15.21
Position avg (max), %
14.41 (134.40)
Profit Factor
0.88
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 | 5.60% | 0.99% | 0.27% | 3.41% | 3.82% | -0.30% | -5.90% | -10.14% | 3.83% | -0.09% | -12.18% | 3.42% | -8.80% |
| 2025 | 0.05% | 1.18% | 0.46% | 0.04% | 3.74% | -25.36% | 4.03% | 0.90% | 3.36% | 0.40% | 1.11% | 3.07% | -10.57% |
| 2026 | 3.78% | 0.58% | 7.26% | -6.59% | 4.42% | 0.00% | — | — | — | — | — | — | 9.20% |
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 | 890.62 |
| Min balance | 671.17 |
| Max balance | 1190.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | -0.16 |
| Best month, % | 7.26 |
| Worst month, % | -25.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -109.38 |
| Total PnL, % | -10.94 |
| Gross profit | 652.14 |
| Gross loss | 743.32 |
| Trading volume (USDT) | 42694.01 |
| Total transactions (buy/sell) | 42 |
| Total fees | 15.21 |
| Funding net | -2.99 |
| Funding accrued (received) | 5.98 |
| Funding paid | 8.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 27 |
| Los Trades | 13 |
| Win Rate, % | 67.50 |
| Expectancy per trade | -2.2795 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.41 |
| Position max, % of margin balance | 134.40 |
| Max Drawdown | 519.49 |
| Max Drawdown, % | 43.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8773 |
| Recovery Factor (Total PnL / Max DD) | -0.2105 |
| Sharpe ratio (monthly) | -0.0882 |
| Sortino ratio (monthly) | -0.0979 |
| CAGR, % | -4.68 |
| Calmar ratio (CAGR / Max DD%) | -0.1073 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -91.18 | Fee: 15.21 | Vol: 42694.01
Realized PnL by Symbol
Details
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