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
995.09
Total PnL
-4.91 (-0.49%)
Total Trades (Win/Los)
51 (15/36)
Win Rate
29.41%
Max Drawdown
1131.16 (70.97%)
Total Fees
30.10
Position avg (max), %
94.50 (157.55)
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 | -14.41% | 50.30% | 9.29% | -28.01% | 9.58% | 5.33% | -19.32% | -15.74% | 7.37% | -17.77% | 12.79% | -6.05% | -25.70% |
| 2025 | -18.13% | -12.64% | 15.13% | 4.76% | 28.79% | -23.82% | 45.74% | 19.17% | 2.98% | -40.89% | 27.46% | -6.36% | 6.79% |
| 2026 | 21.94% | 3.63% | -2.36% | 2.99% | -1.26% | 0.00% | — | — | — | — | — | — | 25.48% |
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 | 995.09 |
| Min balance | 462.72 |
| Max balance | 1593.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.01 |
| Average monthly return (arithmetic), % | 2.02 |
| Best month, % | 50.30 |
| Worst month, % | -40.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -4.91 |
| Total PnL, % | -0.49 |
| Gross profit | 2367.28 |
| Gross loss | 2320.06 |
| Trading volume (USDT) | 83638.99 |
| Total transactions (buy/sell) | 52 |
| Total fees | 30.10 |
| Funding net | -22.03 |
| Funding accrued (received) | 39.47 |
| Funding paid | 61.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 15 |
| Los Trades | 36 |
| Win Rate, % | 29.41 |
| Expectancy per trade | 0.9258 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.50 |
| Position max, % of margin balance | 157.55 |
| Max Drawdown | 1131.16 |
| Max Drawdown, % | 70.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0204 |
| Recovery Factor (Total PnL / Max DD) | -0.0043 |
| Sharpe ratio (monthly) | 0.3439 |
| Sortino ratio (monthly) | 0.5557 |
| CAGR, % | -0.20 |
| Calmar ratio (CAGR / Max DD%) | -0.0029 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 47.22 | Fee: 30.10 | Vol: 83638.99
Realized PnL by Symbol
Details
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