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
957.98
Total PnL
-42.02 (-4.20%)
Total Trades (Win/Los)
55 (15/40)
Win Rate
27.27%
Max Drawdown
1131.75 (71.01%)
Total Fees
32.20
Position avg (max), %
94.37 (153.07)
Profit Factor
1.00
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 | -14.41% | 50.30% | 9.29% | -27.47% | 9.31% | 5.38% | -17.69% | -25.20% | 7.34% | -13.67% | 13.40% | -5.94% | -28.52% |
| 2025 | -18.13% | -8.94% | 15.09% | 4.75% | 30.87% | -23.51% | 44.67% | 15.34% | 1.87% | -41.77% | 27.31% | -6.34% | 6.18% |
| 2026 | 22.53% | 3.72% | -2.38% | 2.96% | -1.13% | 0.00% | — | — | — | — | — | — | 26.30% |
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 | 957.98 |
| Min balance | 462.13 |
| Max balance | 1593.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.14 |
| Average monthly return (arithmetic), % | 1.92 |
| Best month, % | 50.30 |
| Worst month, % | -41.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -42.02 |
| Total PnL, % | -4.20 |
| Gross profit | 2330.49 |
| Gross loss | 2321.88 |
| Trading volume (USDT) | 89453.17 |
| Total transactions (buy/sell) | 56 |
| Total fees | 32.20 |
| Funding net | -18.44 |
| Funding accrued (received) | 40.33 |
| Funding paid | 58.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 55 |
| Win Trades | 15 |
| Los Trades | 40 |
| Win Rate, % | 27.27 |
| Expectancy per trade | 0.1566 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.37 |
| Position max, % of margin balance | 153.07 |
| Max Drawdown | 1131.75 |
| Max Drawdown, % | 71.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0037 |
| Recovery Factor (Total PnL / Max DD) | -0.0371 |
| Sharpe ratio (monthly) | 0.3261 |
| Sortino ratio (monthly) | 0.5207 |
| CAGR, % | -1.76 |
| Calmar ratio (CAGR / Max DD%) | -0.0248 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 8.61 | Fee: 32.20 | Vol: 89453.17
Realized PnL by Symbol
Details
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