hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
486.79
Total PnL
-513.21 (-51.32%)
Total Trades (Win/Los)
150 (68/82)
Win Rate
45.33%
Max Drawdown
779.09 (63.40%)
Total Fees
55.77
Position avg (max), %
23.37 (125.12)
Profit Factor
0.76
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 | 16.12% | 0.90% | 0.25% | 1.03% | 3.38% | -6.42% | -6.59% | -7.06% | 4.06% | -17.71% | 3.03% | 3.69% | -8.82% |
| 2025 | -10.36% | -16.70% | 0.62% | 0.03% | 3.43% | -23.62% | 5.92% | -0.69% | -4.82% | -11.39% | 1.81% | 0.23% | -46.25% |
| 2026 | 5.55% | 1.42% | 0.98% | 3.47% | -11.19% | 0.00% | — | — | — | — | — | — | -0.67% |
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 | 486.79 |
| Min balance | 449.78 |
| Max balance | 1228.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.37 |
| Average monthly return (arithmetic), % | -2.02 |
| Best month, % | 16.12 |
| Worst month, % | -23.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -513.21 |
| Total PnL, % | -51.32 |
| Gross profit | 1461.52 |
| Gross loss | 1917.91 |
| Trading volume (USDT) | 155874.62 |
| Total transactions (buy/sell) | 151 |
| Total fees | 55.77 |
| Funding net | -1.05 |
| Funding accrued (received) | 9.97 |
| Funding paid | 11.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 150 |
| Win Trades | 68 |
| Los Trades | 82 |
| Win Rate, % | 45.33 |
| Expectancy per trade | -3.0426 |
| Max consecutive wins | 6 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.37 |
| Position max, % of margin balance | 125.12 |
| Max Drawdown | 779.09 |
| Max Drawdown, % | 63.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7620 |
| Recovery Factor (Total PnL / Max DD) | -0.6587 |
| Sharpe ratio (monthly) | -0.8668 |
| Sortino ratio (monthly) | -0.9381 |
| CAGR, % | -25.78 |
| Calmar ratio (CAGR / Max DD%) | -0.4066 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -456.38 | Fee: 55.77 | Vol: 155874.62
Realized PnL by Symbol
Details
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