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
696.12
Total PnL
-303.88 (-30.39%)
Total Trades (Win/Los)
42 (29/13)
Win Rate
69.05%
Max Drawdown
591.03 (52.94%)
Total Fees
13.94
Position avg (max), %
19.49 (165.27)
Profit Factor
0.66
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% | -5.94% | -19.88% | -0.43% | -12.94% | 19.92% | 3.65% | -0.11% | -11.89% | -0.50% | -23.95% |
| 2025 | 3.21% | -7.42% | 0.58% | 0.05% | 3.76% | -25.87% | 4.05% | 1.15% | 3.37% | 0.51% | 1.41% | 2.44% | -15.98% |
| 2026 | 4.57% | 0.74% | -1.27% | -0.88% | 5.68% | 0.00% | — | — | — | — | — | — | 8.95% |
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 | 696.12 |
| Min balance | 525.28 |
| Max balance | 1116.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.20 |
| Average monthly return (arithmetic), % | -0.84 |
| Best month, % | 19.92 |
| Worst month, % | -25.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -303.88 |
| Total PnL, % | -30.39 |
| Gross profit | 561.33 |
| Gross loss | 856.90 |
| Trading volume (USDT) | 39081.72 |
| Total transactions (buy/sell) | 44 |
| Total fees | 13.94 |
| Funding net | 5.62 |
| Funding accrued (received) | 11.18 |
| Funding paid | 5.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 29 |
| Los Trades | 13 |
| Win Rate, % | 69.05 |
| Expectancy per trade | -7.0373 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.49 |
| Position max, % of margin balance | 165.27 |
| Max Drawdown | 591.03 |
| Max Drawdown, % | 52.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6551 |
| Recovery Factor (Total PnL / Max DD) | -0.5142 |
| Sharpe ratio (monthly) | -0.3554 |
| Sortino ratio (monthly) | -0.4155 |
| CAGR, % | -13.93 |
| Calmar ratio (CAGR / Max DD%) | -0.2631 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -295.57 | Fee: 13.94 | Vol: 39081.72
Realized PnL by Symbol
Details
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