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
893.20
Total PnL
-106.80 (-10.68%)
Total Trades (Win/Los)
34 (24/10)
Win Rate
70.59%
Max Drawdown
319.71 (30.33%)
Total Fees
12.85
Position avg (max), %
13.05 (162.23)
Profit Factor
0.85
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 | -9.24% | 1.16% | 0.32% | 3.58% | 3.86% | -0.35% | -13.09% | 20.36% | -0.08% | -7.14% | -16.87% | -0.48% | -20.71% |
| 2025 | 3.53% | 1.31% | 0.51% | 0.04% | 3.77% | 4.71% | 4.64% | 0.71% | 3.74% | -10.87% | 0.98% | 0.04% | 12.81% |
| 2026 | -9.12% | 0.61% | -0.16% | 3.57% | 5.63% | 0.00% | — | — | — | — | — | — | -0.14% |
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 | 893.20 |
| Min balance | 734.48 |
| Max balance | 1054.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.38 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 20.36 |
| Worst month, % | -16.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -106.80 |
| Total PnL, % | -10.68 |
| Gross profit | 563.32 |
| Gross loss | 659.72 |
| Trading volume (USDT) | 36040.76 |
| Total transactions (buy/sell) | 36 |
| Total fees | 12.85 |
| Funding net | 2.45 |
| Funding accrued (received) | 8.00 |
| Funding paid | 5.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 24 |
| Los Trades | 10 |
| Win Rate, % | 70.59 |
| Expectancy per trade | -2.8354 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.05 |
| Position max, % of margin balance | 162.23 |
| Max Drawdown | 319.71 |
| Max Drawdown, % | 30.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8539 |
| Recovery Factor (Total PnL / Max DD) | -0.3341 |
| Sharpe ratio (monthly) | -0.0739 |
| Sortino ratio (monthly) | -0.0971 |
| CAGR, % | -4.57 |
| Calmar ratio (CAGR / Max DD%) | -0.1507 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -96.40 | Fee: 12.85 | Vol: 36040.76
Realized PnL by Symbol
Details
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