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
921.59
Total PnL
-78.41 (-7.84%)
Total Trades (Win/Los)
53 (34/19)
Win Rate
64.15%
Max Drawdown
461.37 (42.86%)
Total Fees
18.06
Position avg (max), %
13.62 (161.95)
Profit Factor
0.92
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% | -26.28% | 3.82% | -0.42% | -13.18% | 20.38% | 4.07% | -0.10% | -9.99% | -0.48% | -20.65% |
| 2025 | -0.54% | -5.77% | 0.57% | 0.05% | 3.78% | -1.28% | 3.91% | 0.85% | 2.95% | -13.47% | 1.21% | 3.36% | -5.63% |
| 2026 | 4.38% | 0.63% | 7.22% | 3.33% | 5.75% | 0.00% | — | — | — | — | — | — | 23.08% |
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 | 921.59 |
| Min balance | 615.17 |
| Max balance | 1076.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.27 |
| Average monthly return (arithmetic), % | 0.06 |
| Best month, % | 20.38 |
| Worst month, % | -26.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -78.41 |
| Total PnL, % | -7.84 |
| Gross profit | 748.29 |
| Gross loss | 811.19 |
| Trading volume (USDT) | 50665.22 |
| Total transactions (buy/sell) | 55 |
| Total fees | 18.06 |
| Funding net | 2.54 |
| Funding accrued (received) | 7.54 |
| Funding paid | 4.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 34 |
| Los Trades | 19 |
| Win Rate, % | 64.15 |
| Expectancy per trade | -1.1867 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.62 |
| Position max, % of margin balance | 161.95 |
| Max Drawdown | 461.37 |
| Max Drawdown, % | 42.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9225 |
| Recovery Factor (Total PnL / Max DD) | -0.1700 |
| Sharpe ratio (monthly) | 0.0247 |
| Sortino ratio (monthly) | 0.0308 |
| CAGR, % | -3.32 |
| Calmar ratio (CAGR / Max DD%) | -0.0776 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -62.90 | Fee: 18.06 | Vol: 50665.22
Realized PnL by Symbol
Details
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