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
-97.30
Total PnL
-1097.30 (-109.73%)
Total Trades (Win/Los)
79 (6/73)
Win Rate
7.59%
Max Drawdown
2550.29 (103.88%)
Total Fees
43.56
Position avg (max), %
117.65 (65423.19)
Profit Factor
0.64
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 -37.34% 34.13% -43.76% 80.37% -111.18% — — — — — — — -109.53%
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 5
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance -97.30
Min balance -95.27
Max balance 2455.02
Monthly Performance
Metric Value
Average monthly return (geometric), % -100.00
Average monthly return (arithmetic), % -15.56
Best month, % 80.37
Worst month, % -111.18
PnL, Volume & Fees
Metric Value
Total PnL -1097.30
Total PnL, % -109.73
Gross profit 1906.63
Gross loss 2959.05
Trading volume (USDT) 117458.86
Total transactions (buy/sell) 81
Total fees 43.56
Funding net -1.32
Funding accrued (received) 7.20
Funding paid 8.52
Trades
Metric Value
Total Trades 79
Win Trades 6
Los Trades 73
Win Rate, % 7.59
Expectancy per trade -13.3217
Max consecutive wins 1
Max consecutive losses 29
Risk & Exposure
Metric Value
Position avg, % of margin balance 117.65
Position max, % of margin balance 65423.19
Max Drawdown 2550.29
Max Drawdown, % 103.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.6443
Risk/Reward (avg win/avg loss) 7.8395
Recovery Factor (Total PnL / Max DD) -0.4303
Sharpe ratio (monthly) -0.8108
Sortino ratio (monthly) -0.9626
CAGR, % n/a
Calmar ratio (CAGR / Max DD%) n/a
Open Positions Size (USDT)
Strategy Charts
UBUSDT 4h zigzag | PnL: -1052.42 | Fee: 43.56 | Vol: 117458.86
Details
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  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "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": "UBUSDT",
    "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": 8,
    "detection": 2,
    "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
}