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
969.82
Total PnL
-30.18 (-3.02%)
Total Trades (Win/Los)
31 (22/9)
Win Rate
70.97%
Max Drawdown
299.40 (28.66%)
Total Fees
11.70
Position avg (max), %
11.45 (162.23)
Profit Factor
0.96
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% | -7.82% | -16.85% | -0.49% | -21.27% |
| 2025 | 3.25% | 1.32% | 0.51% | 0.04% | 3.71% | 4.62% | 3.91% | 0.72% | 2.98% | -10.43% | 1.00% | 0.04% | 11.34% |
| 2026 | 0.61% | 0.56% | -0.15% | 3.58% | 5.75% | 0.00% | — | — | — | — | — | — | 10.64% |
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 | 969.82 |
| Min balance | 745.26 |
| Max balance | 1044.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.10 |
| Average monthly return (arithmetic), % | 0.11 |
| Best month, % | 20.36 |
| Worst month, % | -16.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -30.18 |
| Total PnL, % | -3.02 |
| Gross profit | 528.82 |
| Gross loss | 550.20 |
| Trading volume (USDT) | 32834.93 |
| Total transactions (buy/sell) | 33 |
| Total fees | 11.70 |
| Funding net | 2.89 |
| Funding accrued (received) | 7.43 |
| Funding paid | 4.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 22 |
| Los Trades | 9 |
| Win Rate, % | 70.97 |
| Expectancy per trade | -0.6895 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.45 |
| Position max, % of margin balance | 162.23 |
| Max Drawdown | 299.40 |
| Max Drawdown, % | 28.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9611 |
| Recovery Factor (Total PnL / Max DD) | -0.1008 |
| Sharpe ratio (monthly) | 0.0602 |
| Sortino ratio (monthly) | 0.0806 |
| CAGR, % | -1.26 |
| Calmar ratio (CAGR / Max DD%) | -0.0440 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -21.38 | Fee: 11.70 | Vol: 32834.93
Realized PnL by Symbol
Details
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