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
849.67
Total PnL
-150.33 (-15.03%)
Total Trades (Win/Los)
34 (23/11)
Win Rate
67.65%
Max Drawdown
336.94 (32.58%)
Total Fees
12.60
Position avg (max), %
12.99 (157.93)
Profit Factor
0.79
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% | 2.90% | -0.35% | -12.84% | 19.90% | -0.08% | -7.90% | -17.02% | -0.49% | -22.31% |
| 2025 | 3.30% | 1.34% | 0.52% | 0.04% | -0.89% | 8.09% | 3.90% | 0.74% | 3.06% | -10.88% | 1.03% | 0.04% | 9.57% |
| 2026 | -9.20% | 0.64% | 3.09% | 0.18% | 5.77% | 0.00% | — | — | — | — | — | — | -0.18% |
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 | 849.67 |
| Min balance | 697.13 |
| Max balance | 1034.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.54 |
| Average monthly return (arithmetic), % | -0.31 |
| Best month, % | 19.90 |
| Worst month, % | -17.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -150.33 |
| Total PnL, % | -15.03 |
| Gross profit | 525.69 |
| Gross loss | 665.85 |
| Trading volume (USDT) | 35344.70 |
| Total transactions (buy/sell) | 36 |
| Total fees | 12.60 |
| Funding net | 2.43 |
| Funding accrued (received) | 7.81 |
| Funding paid | 5.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 23 |
| Los Trades | 11 |
| Win Rate, % | 67.65 |
| Expectancy per trade | -4.1224 |
| Max consecutive wins | 6 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.99 |
| Position max, % of margin balance | 157.93 |
| Max Drawdown | 336.94 |
| Max Drawdown, % | 32.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7895 |
| Recovery Factor (Total PnL / Max DD) | -0.4462 |
| Sharpe ratio (monthly) | -0.1589 |
| Sortino ratio (monthly) | -0.2071 |
| CAGR, % | -6.52 |
| Calmar ratio (CAGR / Max DD%) | -0.2002 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -140.16 | Fee: 12.60 | Vol: 35344.70
Realized PnL by Symbol
Details
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