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
825.38
Total PnL
-174.62 (-17.46%)
Total Trades (Win/Los)
33 (21/12)
Win Rate
63.64%
Max Drawdown
328.10 (31.46%)
Total Fees
12.74
Position avg (max), %
13.85 (157.93)
Profit Factor
0.75
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% | -7.03% | -16.88% | -0.49% | -21.44% |
| 2025 | 3.56% | 1.32% | 0.51% | 0.04% | -0.87% | 8.30% | 4.74% | 0.72% | 2.99% | -10.45% | 1.00% | 0.04% | 11.36% |
| 2026 | -9.32% | 0.62% | 3.11% | 0.17% | 0.17% | 0.00% | — | — | — | — | — | — | -5.59% |
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 | 825.38 |
| Min balance | 714.89 |
| Max balance | 1042.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.64 |
| Average monthly return (arithmetic), % | -0.41 |
| Best month, % | 19.90 |
| Worst month, % | -16.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -174.62 |
| Total PnL, % | -17.46 |
| Gross profit | 497.37 |
| Gross loss | 662.23 |
| Trading volume (USDT) | 35755.09 |
| Total transactions (buy/sell) | 35 |
| Total fees | 12.74 |
| Funding net | 2.99 |
| Funding accrued (received) | 8.61 |
| Funding paid | 5.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 21 |
| Los Trades | 12 |
| Win Rate, % | 63.64 |
| Expectancy per trade | -4.9960 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.85 |
| Position max, % of margin balance | 157.93 |
| Max Drawdown | 328.10 |
| Max Drawdown, % | 31.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7510 |
| Recovery Factor (Total PnL / Max DD) | -0.5322 |
| Sharpe ratio (monthly) | -0.2152 |
| Sortino ratio (monthly) | -0.2799 |
| CAGR, % | -7.64 |
| Calmar ratio (CAGR / Max DD%) | -0.2429 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -164.87 | Fee: 12.74 | Vol: 35755.09
Realized PnL by Symbol
Details
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