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
779.20
Total PnL
-220.80 (-22.08%)
Total Trades (Win/Los)
27 (16/11)
Win Rate
59.26%
Max Drawdown
362.29 (35.97%)
Total Fees
11.13
Position avg (max), %
13.01 (150.67)
Profit Factor
0.61
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 | -7.78% | 1.14% | 0.31% | -0.69% | 0.79% | -0.37% | -10.55% | 16.07% | -0.08% | -14.36% | -17.24% | -0.56% | -31.78% |
| 2025 | -0.07% | 7.92% | 0.58% | 0.05% | -0.98% | 0.07% | 4.70% | 0.88% | -0.34% | 4.03% | 1.08% | 0.04% | 19.06% |
| 2026 | -8.12% | 0.66% | -0.18% | 3.55% | 0.40% | 0.00% | — | — | — | — | — | — | -4.01% |
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 | 779.20 |
| Min balance | 644.91 |
| Max balance | 1007.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.83 |
| Average monthly return (arithmetic), % | -0.63 |
| Best month, % | 16.07 |
| Worst month, % | -17.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -220.80 |
| Total PnL, % | -22.08 |
| Gross profit | 340.23 |
| Gross loss | 553.56 |
| Trading volume (USDT) | 31203.72 |
| Total transactions (buy/sell) | 31 |
| Total fees | 11.13 |
| Funding net | 3.66 |
| Funding accrued (received) | 8.19 |
| Funding paid | 4.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 16 |
| Los Trades | 11 |
| Win Rate, % | 59.26 |
| Expectancy per trade | -7.9013 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.01 |
| Position max, % of margin balance | 150.67 |
| Max Drawdown | 362.29 |
| Max Drawdown, % | 35.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6146 |
| Recovery Factor (Total PnL / Max DD) | -0.6094 |
| Sharpe ratio (monthly) | -0.3619 |
| Sortino ratio (monthly) | -0.4419 |
| CAGR, % | -9.82 |
| Calmar ratio (CAGR / Max DD%) | -0.2729 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -213.33 | Fee: 11.13 | Vol: 31203.72
Realized PnL by Symbol
Details
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