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
929.89
Total PnL
-70.11 (-7.01%)
Total Trades (Win/Los)
491 (239/252)
Win Rate
48.68%
Max Drawdown
419.21 (38.61%)
Total Fees
235.34
Position avg (max), %
64.47 (122.11)
Profit Factor
1.04
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 -4.01% -2.83% 0.45% -4.86% 1.94% -8.23% -13.32% 2.55% 12.25% 17.40% 3.37% -1.29% -0.34%
2025 2.02% -8.06% -3.10% 6.15% -1.95% 4.94% -20.67% 3.04% -7.24% 11.19% 6.43% -15.07% -24.35%
2026 3.16% 15.68% 7.07% 0.21% -3.61% 0.00% — — — — — — 23.42%
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 929.89
Min balance 666.53
Max balance 1118.36
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.24
Average monthly return (arithmetic), % 0.12
Best month, % 17.40
Worst month, % -20.67
PnL, Volume & Fees
Metric Value
Total PnL -70.11
Total PnL, % -7.01
Gross profit 4103.83
Gross loss 3939.39
Trading volume (USDT) 656158.25
Total transactions (buy/sell) 492
Total fees 235.34
Funding net 0.79
Funding accrued (received) 34.87
Funding paid 34.08
Trades
Metric Value
Total Trades 491
Win Trades 239
Los Trades 252
Win Rate, % 48.68
Expectancy per trade 0.3349
Max consecutive wins 8
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 64.47
Position max, % of margin balance 122.11
Max Drawdown 419.21
Max Drawdown, % 38.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0417
Recovery Factor (Total PnL / Max DD) -0.1672
Sharpe ratio (monthly) 0.0494
Sortino ratio (monthly) 0.0688
CAGR, % -2.97
Calmar ratio (CAGR / Max DD%) -0.0768
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 164.44 | Fee: 235.34 | Vol: 656158.25
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": 6,
    "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
}