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
899.39
Total PnL
-100.61 (-10.06%)
Total Trades (Win/Los)
251 (140/111)
Win Rate
55.78%
Max Drawdown
426.26 (33.85%)
Total Fees
131.49
Position avg (max), %
53.16 (126.41)
Profit Factor
1.01
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 8.26% -0.85% -3.71% 13.98% -4.67% 7.17% -7.66% -4.40% 5.20% -1.16% 8.42% -7.97% 10.23%
2025 7.43% -2.44% 5.74% -2.82% -12.86% -8.80% -5.66% 9.88% 6.98% 3.07% 8.30% -13.11% -7.94%
2026 1.92% -15.21% 0.88% 0.89% 0.84% 0.00% — — — — — — -11.31%
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 899.39
Min balance 833.16
Max balance 1259.42
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.35
Average monthly return (arithmetic), % -0.08
Best month, % 13.98
Worst month, % -15.21
PnL, Volume & Fees
Metric Value
Total PnL -100.61
Total PnL, % -10.06
Gross profit 3154.13
Gross loss 3125.96
Trading volume (USDT) 367263.22
Total transactions (buy/sell) 252
Total fees 131.49
Funding net 2.72
Funding accrued (received) 34.91
Funding paid 32.20
Trades
Metric Value
Total Trades 251
Win Trades 140
Los Trades 111
Win Rate, % 55.78
Expectancy per trade 0.1122
Max consecutive wins 6
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 53.16
Position max, % of margin balance 126.41
Max Drawdown 426.26
Max Drawdown, % 33.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0090
Recovery Factor (Total PnL / Max DD) -0.2360
Sharpe ratio (monthly) -0.0374
Sortino ratio (monthly) -0.0507
CAGR, % -4.30
Calmar ratio (CAGR / Max DD%) -0.1269
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 28.17 | Fee: 131.49 | Vol: 367263.22
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": 13,
    "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
}