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
933.90
Total PnL
-66.10 (-6.61%)
Total Trades (Win/Los)
128 (33/95)
Win Rate
25.78%
Max Drawdown
227.14 (20.50%)
Total Fees
72.62
Position avg (max), %
12.55 (122.03)
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 | 0.85% | -4.19% | 0.30% | -2.62% | 4.96% | -0.35% | -9.79% | 4.65% | -0.08% | -2.39% | -1.25% | -0.43% | -10.65% |
| 2025 | 4.47% | 1.15% | 0.45% | 0.04% | -0.76% | 3.46% | -5.85% | 0.74% | -0.29% | 4.82% | 0.90% | 0.03% | 9.08% |
| 2026 | 6.78% | 0.48% | -2.49% | -8.89% | 0.53% | 0.00% | — | — | — | — | — | — | -4.18% |
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 | 933.90 |
| Min balance | 845.99 |
| Max balance | 1108.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.23 |
| Average monthly return (arithmetic), % | -0.16 |
| Best month, % | 6.78 |
| Worst month, % | -9.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -66.10 |
| Total PnL, % | -6.61 |
| Gross profit | 853.39 |
| Gross loss | 851.76 |
| Trading volume (USDT) | 202279.28 |
| Total transactions (buy/sell) | 129 |
| Total fees | 72.62 |
| Funding net | 4.89 |
| Funding accrued (received) | 9.63 |
| Funding paid | 4.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 128 |
| Win Trades | 33 |
| Los Trades | 95 |
| Win Rate, % | 25.78 |
| Expectancy per trade | 0.0127 |
| Max consecutive wins | 5 |
| Max consecutive losses | 51 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.55 |
| Position max, % of margin balance | 122.03 |
| Max Drawdown | 227.14 |
| Max Drawdown, % | 20.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0019 |
| Recovery Factor (Total PnL / Max DD) | -0.2910 |
| Sharpe ratio (monthly) | -0.1518 |
| Sortino ratio (monthly) | -0.1925 |
| CAGR, % | -2.79 |
| Calmar ratio (CAGR / Max DD%) | -0.1362 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1.63 | Fee: 72.62 | Vol: 202279.28
Realized PnL by Symbol
Details
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