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
981.35
Total PnL
-18.65 (-1.86%)
Total Trades (Win/Los)
50 (33/17)
Win Rate
66.00%
Max Drawdown
459.16 (42.64%)
Total Fees
17.35
Position avg (max), %
13.13 (155.53)
Profit Factor
1.00
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 | 5.66% | 0.99% | 0.27% | -26.71% | 3.84% | -0.42% | -12.81% | 19.69% | 4.10% | -0.10% | -10.05% | -0.49% | -21.24% |
| 2025 | 3.25% | -4.41% | 0.54% | 0.05% | 3.72% | -0.93% | 3.99% | 0.81% | 2.99% | -11.95% | 1.14% | 3.31% | 1.34% |
| 2026 | 4.39% | 0.59% | 7.17% | 3.38% | 5.67% | 0.00% | — | — | — | — | — | — | 22.95% |
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 | 981.35 |
| Min balance | 617.68 |
| Max balance | 1076.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.26 |
| Best month, % | 19.69 |
| Worst month, % | -26.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -18.65 |
| Total PnL, % | -1.86 |
| Gross profit | 768.81 |
| Gross loss | 772.51 |
| Trading volume (USDT) | 48682.81 |
| Total transactions (buy/sell) | 52 |
| Total fees | 17.35 |
| Funding net | 2.40 |
| Funding accrued (received) | 7.35 |
| Funding paid | 4.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 33 |
| Los Trades | 17 |
| Win Rate, % | 66.00 |
| Expectancy per trade | -0.0739 |
| Max consecutive wins | 4 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.13 |
| Position max, % of margin balance | 155.53 |
| Max Drawdown | 459.16 |
| Max Drawdown, % | 42.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9952 |
| Recovery Factor (Total PnL / Max DD) | -0.0406 |
| Sharpe ratio (monthly) | 0.1157 |
| Sortino ratio (monthly) | 0.1440 |
| CAGR, % | -0.78 |
| Calmar ratio (CAGR / Max DD%) | -0.0182 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -3.70 | Fee: 17.35 | Vol: 48682.81
Realized PnL by Symbol
Details
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