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
786.03
Total PnL
-213.97 (-21.40%)
Total Trades (Win/Los)
28 (18/10)
Win Rate
64.29%
Max Drawdown
390.83 (39.08%)
Total Fees
10.19
Position avg (max), %
14.26 (147.47)
Profit Factor
0.62
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% | -0.71% | 0.81% | -0.37% | -10.39% | 16.31% | -0.08% | -23.11% | -11.89% | -0.60% | -35.58% |
| 2025 | 3.48% | 1.61% | 0.62% | 0.05% | -1.06% | 0.08% | 4.87% | 0.95% | 3.89% | -7.55% | 1.27% | 0.05% | 7.98% |
| 2026 | 8.15% | 0.66% | -0.17% | 3.63% | 0.40% | 0.00% | — | — | — | — | — | — | 13.07% |
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 | 786.03 |
| Min balance | 609.17 |
| Max balance | 995.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.80 |
| Average monthly return (arithmetic), % | -0.56 |
| Best month, % | 16.31 |
| Worst month, % | -23.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -213.97 |
| Total PnL, % | -21.40 |
| Gross profit | 340.91 |
| Gross loss | 547.94 |
| Trading volume (USDT) | 28545.29 |
| Total transactions (buy/sell) | 30 |
| Total fees | 10.19 |
| Funding net | 3.25 |
| Funding accrued (received) | 8.27 |
| Funding paid | 5.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 18 |
| Los Trades | 10 |
| Win Rate, % | 64.29 |
| Expectancy per trade | -7.3938 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.26 |
| Position max, % of margin balance | 147.47 |
| Max Drawdown | 390.83 |
| Max Drawdown, % | 39.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6222 |
| Recovery Factor (Total PnL / Max DD) | -0.5475 |
| Sharpe ratio (monthly) | -0.2930 |
| Sortino ratio (monthly) | -0.3500 |
| CAGR, % | -9.49 |
| Calmar ratio (CAGR / Max DD%) | -0.2428 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -207.03 | Fee: 10.19 | Vol: 28545.29
Realized PnL by Symbol
Details
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