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
997.04
Total PnL
-2.96 (-0.30%)
Total Trades (Win/Los)
59 (21/38)
Win Rate
35.59%
Max Drawdown
1124.49 (66.38%)
Total Fees
41.21
Position avg (max), %
95.25 (161.01)
Profit Factor
1.02
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 | -2.59% | 43.12% | 8.36% | -27.55% | 21.26% | 4.98% | -19.32% | 1.44% | 7.36% | -3.29% | 13.61% | -29.74% | -5.51% |
| 2025 | -20.44% | -13.17% | 8.69% | 7.40% | 42.77% | -22.78% | 46.13% | -3.64% | 4.93% | -43.58% | 27.31% | -9.67% | -14.78% |
| 2026 | 15.24% | 8.10% | -2.28% | 3.05% | -1.26% | 0.00% | — | — | — | — | — | — | 23.88% |
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 | 997.04 |
| Min balance | 569.60 |
| Max balance | 1694.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.01 |
| Average monthly return (arithmetic), % | 2.15 |
| Best month, % | 46.13 |
| Worst month, % | -43.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -2.96 |
| Total PnL, % | -0.30 |
| Gross profit | 3028.28 |
| Gross loss | 2975.53 |
| Trading volume (USDT) | 114504.69 |
| Total transactions (buy/sell) | 60 |
| Total fees | 41.21 |
| Funding net | -14.50 |
| Funding accrued (received) | 52.41 |
| Funding paid | 66.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 21 |
| Los Trades | 38 |
| Win Rate, % | 35.59 |
| Expectancy per trade | 0.8941 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.25 |
| Position max, % of margin balance | 161.01 |
| Max Drawdown | 1124.49 |
| Max Drawdown, % | 66.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0177 |
| Recovery Factor (Total PnL / Max DD) | -0.0026 |
| Sharpe ratio (monthly) | 0.3598 |
| Sortino ratio (monthly) | 0.5674 |
| CAGR, % | -0.12 |
| Calmar ratio (CAGR / Max DD%) | -0.0018 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 52.75 | Fee: 41.21 | Vol: 114504.69
Realized PnL by Symbol
Details
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