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
859.64
Total PnL
-140.36 (-14.04%)
Total Trades (Win/Los)
24 (14/10)
Win Rate
58.33%
Max Drawdown
359.29 (35.54%)
Total Fees
10.11
Position avg (max), %
11.68 (154.63)
Profit Factor
0.71
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% | -12.56% | 19.55% | -0.08% | -14.26% | -17.10% | -0.56% | -31.11% |
| 2025 | -0.07% | 7.84% | 0.57% | 0.05% | -0.97% | 0.07% | 4.88% | 0.87% | -0.34% | 3.98% | 1.07% | 0.04% | 19.11% |
| 2026 | 0.65% | 0.60% | -0.16% | 3.51% | 0.19% | 0.00% | — | — | — | — | — | — | 4.84% |
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 | 859.64 |
| Min balance | 651.53 |
| Max balance | 1010.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.50 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 19.55 |
| Worst month, % | -17.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -140.36 |
| Total PnL, % | -14.04 |
| Gross profit | 330.16 |
| Gross loss | 464.38 |
| Trading volume (USDT) | 28370.52 |
| Total transactions (buy/sell) | 28 |
| Total fees | 10.11 |
| Funding net | 3.98 |
| Funding accrued (received) | 7.80 |
| Funding paid | 3.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 14 |
| Los Trades | 10 |
| Win Rate, % | 58.33 |
| Expectancy per trade | -5.5927 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.68 |
| Position max, % of margin balance | 154.63 |
| Max Drawdown | 359.29 |
| Max Drawdown, % | 35.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7110 |
| Recovery Factor (Total PnL / Max DD) | -0.3906 |
| Sharpe ratio (monthly) | -0.1601 |
| Sortino ratio (monthly) | -0.2085 |
| CAGR, % | -6.07 |
| Calmar ratio (CAGR / Max DD%) | -0.1708 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -134.23 | Fee: 10.11 | Vol: 28370.52
Realized PnL by Symbol
Details
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