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
705.98
Total PnL
-294.02 (-29.40%)
Total Trades (Win/Los)
28 (16/12)
Win Rate
57.14%
Max Drawdown
457.68 (45.77%)
Total Fees
9.64
Position avg (max), %
14.46 (148.21)
Profit Factor
0.53
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% | -27.11% | -17.14% | -0.67% | -42.61% |
| 2025 | -0.09% | 7.41% | 0.69% | 0.06% | -1.17% | 0.09% | 4.94% | 1.05% | 3.58% | -7.06% | 1.39% | 0.05% | 10.73% |
| 2026 | 6.69% | 0.73% | -0.19% | 3.53% | 0.12% | 0.00% | — | — | — | — | — | — | 11.18% |
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 | 705.98 |
| Min balance | 542.32 |
| Max balance | 995.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.15 |
| Average monthly return (arithmetic), % | -0.84 |
| Best month, % | 16.31 |
| Worst month, % | -27.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -294.02 |
| Total PnL, % | -29.40 |
| Gross profit | 326.13 |
| Gross loss | 613.17 |
| Trading volume (USDT) | 27003.33 |
| Total transactions (buy/sell) | 30 |
| Total fees | 9.64 |
| Funding net | 2.66 |
| Funding accrued (received) | 7.77 |
| Funding paid | 5.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 16 |
| Los Trades | 12 |
| Win Rate, % | 57.14 |
| Expectancy per trade | -10.2515 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.46 |
| Position max, % of margin balance | 148.21 |
| Max Drawdown | 457.68 |
| Max Drawdown, % | 45.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5319 |
| Recovery Factor (Total PnL / Max DD) | -0.6424 |
| Sharpe ratio (monthly) | -0.3913 |
| Sortino ratio (monthly) | -0.4486 |
| CAGR, % | -13.43 |
| Calmar ratio (CAGR / Max DD%) | -0.2934 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -287.04 | Fee: 9.64 | Vol: 27003.33
Realized PnL by Symbol
Details
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