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
941.97
Total PnL
-58.03 (-5.80%)
Total Trades (Win/Los)
24 (17/7)
Win Rate
70.83%
Max Drawdown
426.77 (35.47%)
Total Fees
9.77
Position avg (max), %
11.51 (161.34)
Profit Factor
0.89
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 | 5.66% | 0.99% | 0.27% | 3.41% | 3.03% | -0.30% | -12.97% | 20.23% | -0.07% | -7.88% | -17.23% | -0.43% | -9.77% |
| 2025 | 3.59% | 1.15% | 0.45% | 0.04% | -0.76% | -11.86% | 3.86% | 0.78% | 2.89% | 0.35% | 0.97% | 0.03% | 0.52% |
| 2026 | 0.59% | 0.54% | 2.82% | 0.15% | -0.27% | 0.00% | — | — | — | — | — | — | 3.85% |
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 | 941.97 |
| Min balance | 776.40 |
| Max balance | 1203.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | 0.00 |
| Best month, % | 20.23 |
| Worst month, % | -17.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -58.03 |
| Total PnL, % | -5.80 |
| Gross profit | 425.60 |
| Gross loss | 475.81 |
| Trading volume (USDT) | 27425.95 |
| Total transactions (buy/sell) | 26 |
| Total fees | 9.77 |
| Funding net | 1.95 |
| Funding accrued (received) | 7.62 |
| Funding paid | 5.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 17 |
| Los Trades | 7 |
| Win Rate, % | 70.83 |
| Expectancy per trade | -2.0921 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.51 |
| Position max, % of margin balance | 161.34 |
| Max Drawdown | 426.77 |
| Max Drawdown, % | 35.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8945 |
| Recovery Factor (Total PnL / Max DD) | -0.1360 |
| Sharpe ratio (monthly) | 0.0005 |
| Sortino ratio (monthly) | 0.0006 |
| CAGR, % | -2.45 |
| Calmar ratio (CAGR / Max DD%) | -0.0689 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -50.21 | Fee: 9.77 | Vol: 27425.95
Realized PnL by Symbol
Details
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