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
838.38
Total PnL
-161.62 (-16.16%)
Total Trades (Win/Los)
43 (30/13)
Win Rate
69.77%
Max Drawdown
563.10 (50.26%)
Total Fees
14.38
Position avg (max), %
16.48 (164.39)
Profit Factor
0.80
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% | -5.60% | -19.80% | -0.42% | -12.88% | 19.81% | 3.94% | -0.11% | -10.12% | -0.49% | -21.81% |
| 2025 | 3.28% | -5.55% | 0.55% | 0.05% | 3.79% | -25.17% | 3.99% | 1.09% | 3.24% | 0.49% | 1.34% | 3.27% | -13.01% |
| 2026 | 4.49% | 0.70% | 7.02% | 3.58% | 5.68% | 0.00% | — | — | — | — | — | — | 23.25% |
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 | 838.38 |
| Min balance | 557.34 |
| Max balance | 1120.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.59 |
| Average monthly return (arithmetic), % | -0.23 |
| Best month, % | 19.81 |
| Worst month, % | -25.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -161.62 |
| Total PnL, % | -16.16 |
| Gross profit | 626.20 |
| Gross loss | 778.07 |
| Trading volume (USDT) | 40335.06 |
| Total transactions (buy/sell) | 45 |
| Total fees | 14.38 |
| Funding net | 4.63 |
| Funding accrued (received) | 9.68 |
| Funding paid | 5.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 30 |
| Los Trades | 13 |
| Win Rate, % | 69.77 |
| Expectancy per trade | -3.5319 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.48 |
| Position max, % of margin balance | 164.39 |
| Max Drawdown | 563.10 |
| Max Drawdown, % | 50.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8048 |
| Recovery Factor (Total PnL / Max DD) | -0.2870 |
| Sharpe ratio (monthly) | -0.0983 |
| Sortino ratio (monthly) | -0.1186 |
| CAGR, % | -7.04 |
| Calmar ratio (CAGR / Max DD%) | -0.1401 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -151.87 | Fee: 14.38 | Vol: 40335.06
Realized PnL by Symbol
Details
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