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
809.46
Total PnL
-190.54 (-19.05%)
Total Trades (Win/Los)
43 (30/13)
Win Rate
69.77%
Max Drawdown
579.63 (51.76%)
Total Fees
14.17
Position avg (max), %
18.32 (164.51)
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 | 5.60% | 0.99% | 0.27% | -5.61% | -19.81% | -0.42% | -12.89% | 19.82% | 3.71% | -0.11% | -12.29% | -0.50% | -23.93% |
| 2025 | 3.21% | -5.46% | 0.57% | 0.05% | 3.79% | -25.33% | 4.11% | 1.12% | 3.27% | 0.50% | 1.37% | 2.90% | -13.27% |
| 2026 | 3.92% | 0.72% | 7.03% | 3.60% | 5.72% | 0.00% | — | — | — | — | — | — | 22.70% |
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 | 809.46 |
| Min balance | 540.23 |
| Max balance | 1119.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.70 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 19.82 |
| Worst month, % | -25.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -190.54 |
| Total PnL, % | -19.05 |
| Gross profit | 608.31 |
| Gross loss | 789.47 |
| Trading volume (USDT) | 39763.91 |
| Total transactions (buy/sell) | 45 |
| Total fees | 14.17 |
| Funding net | 4.80 |
| Funding accrued (received) | 10.44 |
| Funding paid | 5.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 30 |
| Los Trades | 13 |
| Win Rate, % | 69.77 |
| Expectancy per trade | -4.2131 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.32 |
| Position max, % of margin balance | 164.51 |
| Max Drawdown | 579.63 |
| Max Drawdown, % | 51.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7705 |
| Recovery Factor (Total PnL / Max DD) | -0.3287 |
| Sharpe ratio (monthly) | -0.1424 |
| Sortino ratio (monthly) | -0.1704 |
| CAGR, % | -8.38 |
| Calmar ratio (CAGR / Max DD%) | -0.1619 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -181.16 | Fee: 14.17 | Vol: 39763.91
Realized PnL by Symbol
Details
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