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
967.32
Total PnL
-32.68 (-3.27%)
Total Trades (Win/Los)
33 (24/9)
Win Rate
72.73%
Max Drawdown
346.23 (30.90%)
Total Fees
12.88
Position avg (max), %
11.47 (159.56)
Profit Factor
0.96
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% | -7.04% | 3.84% | -0.33% | -12.91% | 20.06% | -0.07% | -7.90% | -17.08% | -0.47% | -18.27% |
| 2025 | 3.28% | 1.27% | 0.50% | 0.04% | 3.76% | 4.73% | 3.88% | 0.70% | 3.02% | -13.66% | 1.00% | 0.04% | 7.41% |
| 2026 | 0.61% | 0.56% | 2.83% | 0.16% | 5.76% | 0.00% | — | — | — | — | — | — | 10.20% |
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 | 967.32 |
| Min balance | 774.11 |
| Max balance | 1120.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.11 |
| Average monthly return (arithmetic), % | 0.11 |
| Best month, % | 20.06 |
| Worst month, % | -17.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -32.68 |
| Total PnL, % | -3.27 |
| Gross profit | 590.84 |
| Gross loss | 612.79 |
| Trading volume (USDT) | 36156.65 |
| Total transactions (buy/sell) | 35 |
| Total fees | 12.88 |
| Funding net | 2.15 |
| Funding accrued (received) | 7.34 |
| Funding paid | 5.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 24 |
| Los Trades | 9 |
| Win Rate, % | 72.73 |
| Expectancy per trade | -0.6650 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.47 |
| Position max, % of margin balance | 159.56 |
| Max Drawdown | 346.23 |
| Max Drawdown, % | 30.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9642 |
| Recovery Factor (Total PnL / Max DD) | -0.0944 |
| Sharpe ratio (monthly) | 0.0597 |
| Sortino ratio (monthly) | 0.0790 |
| CAGR, % | -1.37 |
| Calmar ratio (CAGR / Max DD%) | -0.0442 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -21.95 | Fee: 12.88 | Vol: 36156.65
Realized PnL by Symbol
Details
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