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
822.95
Total PnL
-177.05 (-17.70%)
Total Trades (Win/Los)
32 (23/9)
Win Rate
71.88%
Max Drawdown
448.67 (40.96%)
Total Fees
11.27
Position avg (max), %
12.59 (158.13)
Profit Factor
0.75
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 | 5.66% | 0.99% | 0.27% | -22.28% | 3.78% | -0.40% | -12.93% | 19.95% | -0.09% | -7.80% | -16.84% | -0.56% | -31.61% |
| 2025 | 3.23% | 1.52% | 0.59% | 0.05% | 3.70% | 4.64% | 3.97% | 0.83% | 2.89% | -12.60% | 1.18% | 0.04% | 9.21% |
| 2026 | 0.71% | 0.66% | 2.72% | 0.18% | 5.62% | 0.00% | — | — | — | — | — | — | 10.19% |
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 | 822.95 |
| Min balance | 646.58 |
| Max balance | 1095.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.65 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 19.95 |
| Worst month, % | -22.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -177.05 |
| Total PnL, % | -17.70 |
| Gross profit | 503.61 |
| Gross loss | 671.95 |
| Trading volume (USDT) | 31594.25 |
| Total transactions (buy/sell) | 34 |
| Total fees | 11.27 |
| Funding net | 2.56 |
| Funding accrued (received) | 7.18 |
| Funding paid | 4.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 23 |
| Los Trades | 9 |
| Win Rate, % | 71.88 |
| Expectancy per trade | -5.2605 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.59 |
| Position max, % of margin balance | 158.13 |
| Max Drawdown | 448.67 |
| Max Drawdown, % | 40.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7495 |
| Recovery Factor (Total PnL / Max DD) | -0.3946 |
| Sharpe ratio (monthly) | -0.1570 |
| Sortino ratio (monthly) | -0.1907 |
| CAGR, % | -7.75 |
| Calmar ratio (CAGR / Max DD%) | -0.1892 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -168.34 | Fee: 11.27 | Vol: 31594.25
Realized PnL by Symbol
Details
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