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
866.30
Total PnL
-133.70 (-13.37%)
Total Trades (Win/Los)
16 (6/10)
Win Rate
37.50%
Max Drawdown
1162.42 (75.20%)
Total Fees
9.78
Position avg (max), %
88.46 (189.96)
Profit Factor
0.88
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% | -26.60% | 22.91% | -2.01% | -27.51% | 10.91% | -11.63% | -20.83% |
| 2025 | -1.71% | -28.75% | 19.08% | 1.36% | -27.05% | 2.71% | 30.36% | 20.68% | -6.68% | 3.01% | 11.46% | 0.37% | 7.14% |
| 2026 | 6.28% | 5.49% | -1.39% | 0.76% | -8.26% | 0.00% | — | — | — | — | — | — | 2.20% |
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 | 866.30 |
| Min balance | 383.26 |
| Max balance | 1545.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.47 |
| Average monthly return (arithmetic), % | 1.15 |
| Best month, % | 50.86 |
| Worst month, % | -28.75 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -133.70 |
| Total PnL, % | -13.37 |
| Gross profit | 711.92 |
| Gross loss | 809.30 |
| Trading volume (USDT) | 27278.74 |
| Total transactions (buy/sell) | 20 |
| Total fees | 9.78 |
| Funding net | -26.54 |
| Funding accrued (received) | 32.00 |
| Funding paid | 58.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 6 |
| Los Trades | 10 |
| Win Rate, % | 37.50 |
| Expectancy per trade | -6.0858 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.46 |
| Position max, % of margin balance | 189.96 |
| Max Drawdown | 1162.42 |
| Max Drawdown, % | 75.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8797 |
| Recovery Factor (Total PnL / Max DD) | -0.1150 |
| Sharpe ratio (monthly) | 0.2183 |
| Sortino ratio (monthly) | 0.3429 |
| CAGR, % | -5.77 |
| Calmar ratio (CAGR / Max DD%) | -0.0767 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -97.37 | Fee: 9.78 | Vol: 27278.74
Realized PnL by Symbol
Details
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