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
641.29
Total PnL
-358.71 (-35.87%)
Total Trades (Win/Los)
634 (216/418)
Win Rate
34.07%
Max Drawdown
596.03 (50.58%)
Total Fees
290.02
Position avg (max), %
62.68 (111.12)
Profit Factor
0.98
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 -4.26% -13.54% -4.68% 7.54% 9.21% -8.24% 5.87% 8.53% 0.32% 6.93% 4.16% -6.42% 2.15%
2025 -15.37% -12.54% -4.74% 1.27% -3.99% -1.96% -13.36% 9.08% -2.12% 11.04% 8.57% -14.71% -36.08%
2026 1.71% 8.69% -7.53% 0.59% -4.43% 0.00% — — — — — — -1.72%
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 641.29
Min balance 582.36
Max balance 1178.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.47
Average monthly return (arithmetic), % -1.15
Best month, % 11.04
Worst month, % -15.37
PnL, Volume & Fees
Metric Value
Total PnL -358.71
Total PnL, % -35.87
Gross profit 3686.58
Gross loss 3754.22
Trading volume (USDT) 807752.67
Total transactions (buy/sell) 635
Total fees 290.02
Funding net -1.05
Funding accrued (received) 29.15
Funding paid 30.20
Trades
Metric Value
Total Trades 634
Win Trades 216
Los Trades 418
Win Rate, % 34.07
Expectancy per trade -0.1067
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 62.68
Position max, % of margin balance 111.12
Max Drawdown 596.03
Max Drawdown, % 50.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9820
Recovery Factor (Total PnL / Max DD) -0.6018
Sharpe ratio (monthly) -0.5021
Sortino ratio (monthly) -0.6167
CAGR, % -16.80
Calmar ratio (CAGR / Max DD%) -0.3322
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -67.64 | Fee: 290.02 | Vol: 807752.67
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": 4,
    "detection": 1,
    "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
}