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
894.50
Total PnL
-105.50 (-10.55%)
Total Trades (Win/Los)
104 (22/82)
Win Rate
21.15%
Max Drawdown
1095.80 (68.71%)
Total Fees
66.72
Position avg (max), %
93.10 (130.54)
Profit Factor
0.99
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 | -12.52% | 48.01% | 9.00% | -15.68% | 9.55% | -2.85% | -13.13% | -12.72% | 10.22% | -30.06% | 12.47% | 12.16% | -6.61% |
| 2025 | -32.17% | -7.16% | 14.39% | 12.96% | 29.22% | -34.23% | 45.06% | 14.60% | -7.19% | -26.93% | 23.88% | -10.65% | -13.72% |
| 2026 | 17.54% | 10.67% | -19.82% | 11.06% | -4.11% | 0.00% | — | — | — | — | — | — | 11.08% |
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 | 894.50 |
| Min balance | 498.93 |
| Max balance | 1594.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.37 |
| Average monthly return (arithmetic), % | 1.72 |
| Best month, % | 48.01 |
| Worst month, % | -34.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -105.50 |
| Total PnL, % | -10.55 |
| Gross profit | 2932.20 |
| Gross loss | 2962.08 |
| Trading volume (USDT) | 185358.18 |
| Total transactions (buy/sell) | 105 |
| Total fees | 66.72 |
| Funding net | -8.89 |
| Funding accrued (received) | 48.65 |
| Funding paid | 57.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 104 |
| Win Trades | 22 |
| Los Trades | 82 |
| Win Rate, % | 21.15 |
| Expectancy per trade | -0.2874 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.10 |
| Position max, % of margin balance | 130.54 |
| Max Drawdown | 1095.80 |
| Max Drawdown, % | 68.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9899 |
| Recovery Factor (Total PnL / Max DD) | -0.0963 |
| Sharpe ratio (monthly) | 0.2906 |
| Sortino ratio (monthly) | 0.4519 |
| CAGR, % | -4.51 |
| Calmar ratio (CAGR / Max DD%) | -0.0657 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -29.89 | Fee: 66.72 | Vol: 185358.18
Realized PnL by Symbol
Details
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