hb/tester/ver.2026/08/09/backtest_results: 2026-01-01 - 2026-07-31 | zz-4h-ls | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
-58.74
Total PnL
-1058.74 (-105.87%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
13255.33 (100.39%)
Total Fees
20.50
Position avg (max), %
119.40 (40820.57)
Profit Factor
0.81
Duration (days)
211.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 — — -9.59% 210.10% -101.83% — — — — — — — -105.13%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-07-31
Days in test 211.0
Months in test 7
Months with data 3
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance -58.74
Min balance -51.30
Max balance 13204.02
Monthly Performance
Metric Value
Average monthly return (geometric), % -100.00
Average monthly return (arithmetic), % 32.89
Best month, % 210.10
Worst month, % -101.83
PnL, Volume & Fees
Metric Value
Total PnL -1058.74
Total PnL, % -105.87
Gross profit 4516.62
Gross loss 5552.20
Trading volume (USDT) 50329.10
Total transactions (buy/sell) 15
Total fees 20.50
Funding net -2.66
Funding accrued (received) 6.50
Funding paid 9.16
Trades
Metric Value
Total Trades 14
Win Trades 6
Los Trades 8
Win Rate, % 42.86
Expectancy per trade -73.9703
Max consecutive wins 2
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 119.40
Position max, % of margin balance 40820.57
Max Drawdown 13255.33
Max Drawdown, % 100.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8135
Risk/Reward (avg win/avg loss) 1.0846
Recovery Factor (Total PnL / Max DD) -0.0799
Sharpe ratio (monthly) 0.8709
Sortino ratio (monthly) 1.9296
CAGR, % n/a
Calmar ratio (CAGR / Max DD%) n/a
Open Positions Size (USDT)
Strategy Charts
BSBUSDT 4h zigzag | PnL: -1035.58 | Fee: 20.50 | Vol: 50329.10
Details
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    "notification_position": true,
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  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
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      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "BSBUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 4,
    "detection": 4,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}