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
990.02
Total PnL
-9.98 (-1.00%)
Total Trades (Win/Los)
40 (28/12)
Win Rate
70.00%
Max Drawdown
437.14 (40.27%)
Total Fees
14.78
Position avg (max), %
12.08 (159.13)
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 | 5.63% | 0.99% | 0.27% | -22.64% | 3.80% | -0.40% | -12.99% | 20.06% | 3.93% | -0.10% | -10.09% | -0.46% | -16.95% |
| 2025 | 3.51% | 1.25% | 0.49% | 0.04% | 3.69% | -1.05% | 3.92% | 0.72% | 2.99% | -14.08% | 1.05% | 3.34% | 4.54% |
| 2026 | 3.76% | 0.55% | 3.19% | 0.15% | 5.77% | 0.00% | — | — | — | — | — | — | 14.04% |
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 | 990.02 |
| Min balance | 648.45 |
| Max balance | 1085.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.03 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 20.06 |
| Worst month, % | -22.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -9.98 |
| Total PnL, % | -1.00 |
| Gross profit | 658.64 |
| Gross loss | 658.48 |
| Trading volume (USDT) | 41490.33 |
| Total transactions (buy/sell) | 42 |
| Total fees | 14.78 |
| Funding net | 4.64 |
| Funding accrued (received) | 8.29 |
| Funding paid | 3.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 28 |
| Los Trades | 12 |
| Win Rate, % | 70.00 |
| Expectancy per trade | 0.0040 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.08 |
| Position max, % of margin balance | 159.13 |
| Max Drawdown | 437.14 |
| Max Drawdown, % | 40.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0002 |
| Recovery Factor (Total PnL / Max DD) | -0.0228 |
| Sharpe ratio (monthly) | 0.1163 |
| Sortino ratio (monthly) | 0.1469 |
| CAGR, % | -0.41 |
| Calmar ratio (CAGR / Max DD%) | -0.0103 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 0.16 | Fee: 14.78 | Vol: 41490.33
Realized PnL by Symbol
Details
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