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
921.10
Total PnL
-78.90 (-7.89%)
Total Trades (Win/Los)
29 (22/7)
Win Rate
75.86%
Max Drawdown
447.37 (41.55%)
Total Fees
10.14
Position avg (max), %
12.08 (155.65)
Profit Factor
0.86
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% | -24.10% | 3.88% | -0.41% | -12.79% | 19.69% | -0.09% | -7.98% | -16.96% | -0.58% | -33.44% |
| 2025 | 3.41% | 1.56% | 0.61% | 0.05% | 3.68% | 4.58% | 3.93% | 0.85% | 2.97% | 0.38% | 1.05% | 0.04% | 25.54% |
| 2026 | 0.64% | 0.59% | 2.79% | 0.16% | 5.76% | 0.00% | — | — | — | — | — | — | 10.23% |
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 | 921.10 |
| Min balance | 629.46 |
| Max balance | 1076.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.27 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 19.69 |
| Worst month, % | -24.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -78.90 |
| Total PnL, % | -7.89 |
| Gross profit | 457.19 |
| Gross loss | 528.85 |
| Trading volume (USDT) | 28443.03 |
| Total transactions (buy/sell) | 31 |
| Total fees | 10.14 |
| Funding net | 2.90 |
| Funding accrued (received) | 7.09 |
| Funding paid | 4.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 22 |
| Los Trades | 7 |
| Win Rate, % | 75.86 |
| Expectancy per trade | -2.4710 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.08 |
| Position max, % of margin balance | 155.65 |
| Max Drawdown | 447.37 |
| Max Drawdown, % | 41.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8645 |
| Recovery Factor (Total PnL / Max DD) | -0.1764 |
| Sharpe ratio (monthly) | 0.0099 |
| Sortino ratio (monthly) | 0.0122 |
| CAGR, % | -3.35 |
| Calmar ratio (CAGR / Max DD%) | -0.0805 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -71.66 | Fee: 10.14 | Vol: 28443.03
Realized PnL by Symbol
Details
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