hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
921.70
Total PnL
-78.30 (-7.83%)
Total Trades (Win/Los)
140 (43/97)
Win Rate
30.71%
Max Drawdown
1401.58 (62.47%)
Total Fees
138.02
Position avg (max), %
94.22 (131.22)
Profit Factor
1.01
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 | 1.54% | 42.40% | 26.38% | -15.07% | 24.49% | -15.60% | 2.37% | -2.36% | 3.47% | 8.74% | -0.07% | -17.09% | 51.94% |
| 2025 | -19.96% | -11.91% | 12.22% | -0.70% | 1.67% | -22.56% | 35.93% | 13.52% | -8.22% | -1.55% | 15.77% | -26.95% | -27.06% |
| 2026 | 28.96% | -1.89% | -31.29% | 5.64% | -9.39% | 0.00% | — | — | — | — | — | — | -16.78% |
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 | 921.70 |
| Min balance | 841.87 |
| Max balance | 2243.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.27 |
| Average monthly return (arithmetic), % | 1.28 |
| Best month, % | 42.40 |
| Worst month, % | -31.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -78.30 |
| Total PnL, % | -7.83 |
| Gross profit | 5738.05 |
| Gross loss | 5672.29 |
| Trading volume (USDT) | 383424.74 |
| Total transactions (buy/sell) | 141 |
| Total fees | 138.02 |
| Funding net | -6.03 |
| Funding accrued (received) | 75.76 |
| Funding paid | 81.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 140 |
| Win Trades | 43 |
| Los Trades | 97 |
| Win Rate, % | 30.71 |
| Expectancy per trade | 0.4697 |
| Max consecutive wins | 3 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.22 |
| Position max, % of margin balance | 131.22 |
| Max Drawdown | 1401.58 |
| Max Drawdown, % | 62.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0116 |
| Recovery Factor (Total PnL / Max DD) | -0.0559 |
| Sharpe ratio (monthly) | 0.2489 |
| Sortino ratio (monthly) | 0.4011 |
| CAGR, % | -3.32 |
| Calmar ratio (CAGR / Max DD%) | -0.0531 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 65.76 | Fee: 138.02 | Vol: 383424.74
Realized PnL by Symbol
Details
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