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
942.04
Total PnL
-57.96 (-5.80%)
Total Trades (Win/Los)
29 (18/11)
Win Rate
62.07%
Max Drawdown
333.22 (28.83%)
Total Fees
11.88
Position avg (max), %
11.18 (158.55)
Profit Factor
0.91
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 | 1.57% | 1.03% | 0.28% | 3.42% | 3.01% | -0.31% | -12.83% | 19.94% | -0.07% | -7.82% | -17.16% | -0.44% | -13.19% |
| 2025 | 3.58% | 1.19% | 0.47% | 0.04% | -0.79% | 8.43% | 3.89% | 0.66% | 3.01% | -14.01% | 0.95% | 0.03% | 6.01% |
| 2026 | 0.58% | 0.53% | 2.86% | 0.15% | -1.66% | 0.00% | — | — | — | — | — | — | 2.44% |
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 | 942.04 |
| Min balance | 822.71 |
| Max balance | 1155.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 19.94 |
| Worst month, % | -17.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -57.96 |
| Total PnL, % | -5.80 |
| Gross profit | 494.35 |
| Gross loss | 543.20 |
| Trading volume (USDT) | 33375.36 |
| Total transactions (buy/sell) | 31 |
| Total fees | 11.88 |
| Funding net | 2.77 |
| Funding accrued (received) | 7.81 |
| Funding paid | 5.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 18 |
| Los Trades | 11 |
| Win Rate, % | 62.07 |
| Expectancy per trade | -1.6845 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.18 |
| Position max, % of margin balance | 158.55 |
| Max Drawdown | 333.22 |
| Max Drawdown, % | 28.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9101 |
| Recovery Factor (Total PnL / Max DD) | -0.1739 |
| Sharpe ratio (monthly) | 0.0096 |
| Sortino ratio (monthly) | 0.0128 |
| CAGR, % | -2.44 |
| Calmar ratio (CAGR / Max DD%) | -0.0847 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -48.85 | Fee: 11.88 | Vol: 33375.36
Realized PnL by Symbol
Details
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