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
971.38
Total PnL
-28.62 (-2.86%)
Total Trades (Win/Los)
36 (26/10)
Win Rate
72.22%
Max Drawdown
357.81 (30.95%)
Total Fees
14.66
Position avg (max), %
12.61 (160.46)
Profit Factor
0.97
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 | 1.57% | 1.03% | 0.28% | 1.60% | 3.91% | -0.32% | -12.94% | 20.14% | -0.07% | -7.02% | -16.72% | -0.44% | -12.72% |
| 2025 | 3.56% | 1.19% | 0.46% | 0.04% | 3.78% | 4.68% | 3.83% | 0.65% | 3.78% | -10.75% | 0.90% | 0.03% | 11.78% |
| 2026 | -9.36% | 0.56% | 3.16% | 0.16% | 5.74% | 0.00% | — | — | — | — | — | — | -0.43% |
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 | 971.38 |
| Min balance | 798.13 |
| Max balance | 1155.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.10 |
| Average monthly return (arithmetic), % | 0.11 |
| Best month, % | 20.14 |
| Worst month, % | -16.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -28.62 |
| Total PnL, % | -2.86 |
| Gross profit | 647.83 |
| Gross loss | 664.48 |
| Trading volume (USDT) | 41124.19 |
| Total transactions (buy/sell) | 38 |
| Total fees | 14.66 |
| Funding net | 2.68 |
| Funding accrued (received) | 8.50 |
| Funding paid | 5.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 26 |
| Los Trades | 10 |
| Win Rate, % | 72.22 |
| Expectancy per trade | -0.4623 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.61 |
| Position max, % of margin balance | 160.46 |
| Max Drawdown | 357.81 |
| Max Drawdown, % | 30.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9750 |
| Recovery Factor (Total PnL / Max DD) | -0.0800 |
| Sharpe ratio (monthly) | 0.0615 |
| Sortino ratio (monthly) | 0.0823 |
| CAGR, % | -1.20 |
| Calmar ratio (CAGR / Max DD%) | -0.0386 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -16.64 | Fee: 14.66 | Vol: 41124.19
Realized PnL by Symbol
Details
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