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
844.12
Total PnL
-155.88 (-15.59%)
Total Trades (Win/Los)
22 (13/9)
Win Rate
59.09%
Max Drawdown
364.20 (36.42%)
Total Fees
8.67
Position avg (max), %
11.86 (157.86)
Profit Factor
0.69
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% | -12.76% | 19.90% | -0.08% | -14.60% | -17.54% | -0.57% | -32.78% |
| 2025 | -0.07% | 7.69% | 0.58% | 0.05% | -0.99% | 0.07% | 4.76% | 0.89% | -0.35% | 4.79% | 1.09% | 0.04% | 19.77% |
| 2026 | 0.66% | 0.61% | -0.16% | 3.58% | 0.18% | 0.00% | — | — | — | — | — | — | 4.92% |
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 | 844.12 |
| Min balance | 635.80 |
| Max balance | 995.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.56 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 19.90 |
| Worst month, % | -17.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -155.88 |
| Total PnL, % | -15.59 |
| Gross profit | 329.07 |
| Gross loss | 480.18 |
| Trading volume (USDT) | 24300.39 |
| Total transactions (buy/sell) | 24 |
| Total fees | 8.67 |
| Funding net | 3.91 |
| Funding accrued (received) | 7.73 |
| Funding paid | 3.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 13 |
| Los Trades | 9 |
| Win Rate, % | 59.09 |
| Expectancy per trade | -6.8688 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.86 |
| Position max, % of margin balance | 157.86 |
| Max Drawdown | 364.20 |
| Max Drawdown, % | 36.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6853 |
| Recovery Factor (Total PnL / Max DD) | -0.4280 |
| Sharpe ratio (monthly) | -0.1807 |
| Sortino ratio (monthly) | -0.2335 |
| CAGR, % | -6.78 |
| Calmar ratio (CAGR / Max DD%) | -0.1861 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -151.11 | Fee: 8.67 | Vol: 24300.39
Realized PnL by Symbol
Details
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