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
804.17
Total PnL
-195.83 (-19.58%)
Total Trades (Win/Los)
32 (23/9)
Win Rate
71.88%
Max Drawdown
448.67 (40.98%)
Total Fees
11.28
Position avg (max), %
12.62 (158.20)
Profit Factor
0.72
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% | -22.29% | 3.79% | -0.40% | -12.93% | 19.96% | -0.09% | -7.80% | -16.85% | -0.56% | -31.64% |
| 2025 | 3.23% | 1.52% | 0.59% | 0.05% | 3.70% | 4.64% | 3.97% | 0.83% | 2.89% | -14.70% | 1.21% | 0.04% | 6.62% |
| 2026 | 0.73% | 0.67% | 2.69% | 0.19% | 5.76% | 0.00% | — | — | — | — | — | — | 10.34% |
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 | 804.17 |
| Min balance | 646.28 |
| Max balance | 1094.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.72 |
| Average monthly return (arithmetic), % | -0.41 |
| Best month, % | 19.96 |
| Worst month, % | -22.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -195.83 |
| Total PnL, % | -19.58 |
| Gross profit | 476.97 |
| Gross loss | 664.08 |
| Trading volume (USDT) | 31635.32 |
| Total transactions (buy/sell) | 34 |
| Total fees | 11.28 |
| 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 | -5.8473 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.62 |
| Position max, % of margin balance | 158.20 |
| Max Drawdown | 448.67 |
| Max Drawdown, % | 40.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7182 |
| Recovery Factor (Total PnL / Max DD) | -0.4365 |
| Sharpe ratio (monthly) | -0.1838 |
| Sortino ratio (monthly) | -0.2216 |
| CAGR, % | -8.63 |
| Calmar ratio (CAGR / Max DD%) | -0.2106 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -187.11 | Fee: 11.28 | Vol: 31635.32
Realized PnL by Symbol
Details
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