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
924.82
Total PnL
-75.18 (-7.52%)
Total Trades (Win/Los)
24 (17/7)
Win Rate
70.83%
Max Drawdown
441.02 (36.87%)
Total Fees
9.69
Position avg (max), %
11.83 (164.84)
Profit Factor
0.86
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% | -14.53% | 21.75% | -0.07% | -7.92% | -19.25% | -0.44% | -12.56% |
| 2025 | 3.89% | 1.18% | 0.46% | 0.04% | -0.78% | -11.83% | 3.97% | 0.80% | 3.38% | 0.36% | 0.99% | 0.04% | 1.52% |
| 2026 | 0.60% | 0.55% | 3.13% | 0.15% | -0.28% | 0.00% | — | — | — | — | — | — | 4.19% |
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 | 924.82 |
| Min balance | 755.01 |
| Max balance | 1196.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.26 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 21.75 |
| Worst month, % | -19.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -75.18 |
| Total PnL, % | -7.52 |
| Gross profit | 423.04 |
| Gross loss | 490.81 |
| Trading volume (USDT) | 27184.54 |
| Total transactions (buy/sell) | 26 |
| Total fees | 9.69 |
| Funding net | 2.27 |
| Funding accrued (received) | 7.83 |
| Funding paid | 5.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 17 |
| Los Trades | 7 |
| Win Rate, % | 70.83 |
| Expectancy per trade | -2.8235 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.83 |
| Position max, % of margin balance | 164.84 |
| Max Drawdown | 441.02 |
| Max Drawdown, % | 36.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8619 |
| Recovery Factor (Total PnL / Max DD) | -0.1705 |
| Sharpe ratio (monthly) | -0.0139 |
| Sortino ratio (monthly) | -0.0183 |
| CAGR, % | -3.18 |
| Calmar ratio (CAGR / Max DD%) | -0.0864 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -67.76 | Fee: 9.69 | Vol: 27184.54
Realized PnL by Symbol
Details
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