hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
837.97
Total PnL
-162.03 (-16.20%)
Total Trades (Win/Los)
727 (323/404)
Win Rate
44.43%
Max Drawdown
470.85 (36.11%)
Total Fees
420.07
Position avg (max), %
72.59 (109.85)
Profit Factor
1.05
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 -0.56% -8.75% 15.63% -5.91% 1.84% -6.04% -4.54% 1.40% -8.59% 14.70% 6.75% -3.70% -1.45%
2025 5.49% 1.85% 0.50% 10.73% -9.52% -0.35% -14.57% 13.79% -11.26% 11.66% 6.33% -10.73% -1.43%
2026 0.52% 15.44% 3.64% -21.43% -8.66% 0.00% — — — — — — -13.68%
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 837.97
Min balance 808.88
Max balance 1303.80
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.59
Average monthly return (arithmetic), % -0.14
Best month, % 15.63
Worst month, % -21.43
PnL, Volume & Fees
Metric Value
Total PnL -162.03
Total PnL, % -16.20
Gross profit 5637.16
Gross loss 5379.44
Trading volume (USDT) 1170032.19
Total transactions (buy/sell) 728
Total fees 420.07
Funding net 0.32
Funding accrued (received) 44.13
Funding paid 43.81
Trades
Metric Value
Total Trades 727
Win Trades 323
Los Trades 404
Win Rate, % 44.43
Expectancy per trade 0.3545
Max consecutive wins 11
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 72.59
Position max, % of margin balance 109.85
Max Drawdown 470.85
Max Drawdown, % 36.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0479
Recovery Factor (Total PnL / Max DD) -0.3441
Sharpe ratio (monthly) -0.0536
Sortino ratio (monthly) -0.0749
CAGR, % -7.06
Calmar ratio (CAGR / Max DD%) -0.1955
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 257.72 | Fee: 420.07 | Vol: 1170032.19
Details
{
  "name": "T4 SUI",
  "is_runing": true,
  "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": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "BTCUSDT",
    "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": 2,
    "detection": 3,
    "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
}