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
981.70
Total PnL
-18.30 (-1.83%)
Total Trades (Win/Los)
26 (20/6)
Win Rate
76.92%
Max Drawdown
443.77 (36.90%)
Total Fees
10.34
Position avg (max), %
12.00 (161.46)
Profit Factor
0.98
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 | 5.60% | 0.99% | 0.27% | 3.41% | 3.03% | -0.30% | -12.98% | 20.24% | -0.07% | -7.88% | -19.39% | -0.44% | -12.18% |
| 2025 | 3.87% | 1.18% | 0.46% | 0.04% | -0.78% | -11.79% | 3.95% | 0.80% | 3.37% | 0.36% | 0.99% | 0.04% | 1.51% |
| 2026 | 0.60% | 0.55% | 2.87% | 0.15% | 5.67% | 0.00% | — | — | — | — | — | — | 10.12% |
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 | 981.70 |
| Min balance | 758.81 |
| Max balance | 1202.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.16 |
| Best month, % | 20.24 |
| Worst month, % | -19.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -18.30 |
| Total PnL, % | -1.83 |
| Gross profit | 481.77 |
| Gross loss | 492.34 |
| Trading volume (USDT) | 29031.56 |
| Total transactions (buy/sell) | 28 |
| Total fees | 10.34 |
| Funding net | 2.61 |
| Funding accrued (received) | 8.17 |
| Funding paid | 5.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 20 |
| Los Trades | 6 |
| Win Rate, % | 76.92 |
| Expectancy per trade | -0.4065 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.00 |
| Position max, % of margin balance | 161.46 |
| Max Drawdown | 443.77 |
| Max Drawdown, % | 36.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9785 |
| Recovery Factor (Total PnL / Max DD) | -0.0412 |
| Sharpe ratio (monthly) | 0.0846 |
| Sortino ratio (monthly) | 0.1115 |
| CAGR, % | -0.76 |
| Calmar ratio (CAGR / Max DD%) | -0.0206 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -10.57 | Fee: 10.34 | Vol: 29031.56
Realized PnL by Symbol
Details
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