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
886.42
Total PnL
-113.58 (-11.36%)
Total Trades (Win/Los)
30 (19/11)
Win Rate
63.33%
Max Drawdown
299.15 (28.93%)
Total Fees
11.58
Position avg (max), %
12.34 (157.93)
Profit Factor
0.81
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 | 0.63% | 0.58% | 2.83% | 0.16% | -0.03% | 0.00% | — | — | — | — | — | — | 4.20% |
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 | 886.42 |
| Min balance | 734.92 |
| Max balance | 1034.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.40 |
| Average monthly return (arithmetic), % | -0.19 |
| Best month, % | 19.90 |
| Worst month, % | -17.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -113.58 |
| Total PnL, % | -11.36 |
| Gross profit | 457.12 |
| Gross loss | 562.51 |
| Trading volume (USDT) | 32489.50 |
| Total transactions (buy/sell) | 32 |
| Total fees | 11.58 |
| Funding net | 3.39 |
| Funding accrued (received) | 8.09 |
| Funding paid | 4.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 19 |
| Los Trades | 11 |
| Win Rate, % | 63.33 |
| Expectancy per trade | -3.5130 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.34 |
| Position max, % of margin balance | 157.93 |
| Max Drawdown | 299.15 |
| Max Drawdown, % | 28.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8126 |
| Recovery Factor (Total PnL / Max DD) | -0.3797 |
| Sharpe ratio (monthly) | -0.1003 |
| Sortino ratio (monthly) | -0.1321 |
| CAGR, % | -4.87 |
| Calmar ratio (CAGR / Max DD%) | -0.1683 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -105.39 | Fee: 11.58 | Vol: 32489.50
Realized PnL by Symbol
Details
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