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
911.78
Total PnL
-88.22 (-8.82%)
Total Trades (Win/Los)
18 (7/11)
Win Rate
38.89%
Max Drawdown
1149.36 (74.36%)
Total Fees
11.03
Position avg (max), %
91.86 (191.05)
Profit Factor
0.94
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 | -17.43% | 50.86% | 9.36% | -19.07% | 26.77% | -9.80% | -23.15% | 21.13% | -1.89% | -27.43% | 11.12% | -11.64% | -17.97% |
| 2025 | -1.71% | -28.77% | 19.16% | 1.36% | -27.14% | 2.73% | 28.95% | 20.19% | -6.55% | 3.33% | 12.31% | 0.40% | 6.78% |
| 2026 | 2.34% | 15.45% | -3.58% | -0.92% | -7.72% | 0.00% | — | — | — | — | — | — | 4.16% |
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 | 911.78 |
| Min balance | 396.32 |
| Max balance | 1545.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.30 |
| Average monthly return (arithmetic), % | 1.29 |
| Best month, % | 50.86 |
| Worst month, % | -28.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -88.22 |
| Total PnL, % | -8.82 |
| Gross profit | 859.15 |
| Gross loss | 912.89 |
| Trading volume (USDT) | 30756.28 |
| Total transactions (buy/sell) | 22 |
| Total fees | 11.03 |
| Funding net | -23.45 |
| Funding accrued (received) | 36.38 |
| Funding paid | 59.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 7 |
| Los Trades | 11 |
| Win Rate, % | 38.89 |
| Expectancy per trade | -2.9856 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.86 |
| Position max, % of margin balance | 191.05 |
| Max Drawdown | 1149.36 |
| Max Drawdown, % | 74.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9411 |
| Recovery Factor (Total PnL / Max DD) | -0.0768 |
| Sharpe ratio (monthly) | 0.2467 |
| Sortino ratio (monthly) | 0.3926 |
| CAGR, % | -3.75 |
| Calmar ratio (CAGR / Max DD%) | -0.0505 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -53.74 | Fee: 11.03 | Vol: 30756.28
Realized PnL by Symbol
Details
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