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
410.20
Total PnL
-589.80 (-58.98%)
Total Trades (Win/Los)
756 (195/561)
Win Rate
25.79%
Max Drawdown
962.36 (70.43%)
Total Fees
377.05
Position avg (max), %
57.47 (112.83)
Profit Factor
0.94
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 9.02% -10.36% -17.90% 4.15% 10.03% 5.20% 13.48% -13.56% 2.88% 9.03% 7.58% 3.95% 19.00%
2025 -7.13% -7.47% -11.97% -15.57% -3.65% 5.42% -12.05% 1.12% 3.69% -6.75% 3.88% -13.85% -50.07%
2026 4.62% -8.08% -21.75% -4.48% -3.89% 0.00% — — — — — — -30.92%
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 410.20
Min balance 403.99
Max balance 1366.35
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.92
Average monthly return (arithmetic), % -2.48
Best month, % 13.48
Worst month, % -21.75
PnL, Volume & Fees
Metric Value
Total PnL -589.80
Total PnL, % -58.98
Gross profit 3567.38
Gross loss 3777.58
Trading volume (USDT) 1049484.65
Total transactions (buy/sell) 758
Total fees 377.05
Funding net -2.55
Funding accrued (received) 26.41
Funding paid 28.96
Trades
Metric Value
Total Trades 756
Win Trades 195
Los Trades 561
Win Rate, % 25.79
Expectancy per trade -0.2780
Max consecutive wins 6
Max consecutive losses 48
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.47
Position max, % of margin balance 112.83
Max Drawdown 962.36
Max Drawdown, % 70.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9444
Recovery Factor (Total PnL / Max DD) -0.6129
Sharpe ratio (monthly) -0.9337
Sortino ratio (monthly) -1.0335
CAGR, % -30.86
Calmar ratio (CAGR / Max DD%) -0.4381
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -210.20 | Fee: 377.05 | Vol: 1049484.65
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": 5,
    "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
}