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
290.84
Total PnL
-709.16 (-70.92%)
Total Trades (Win/Los)
691 (157/534)
Win Rate
22.72%
Max Drawdown
849.43 (74.90%)
Total Fees
265.73
Position avg (max), %
56.05 (117.72)
Profit Factor
0.84
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 11.68% -8.90% -14.27% 1.67% 2.45% -4.45% 4.53% -8.90% 5.52% -3.38% -2.02% -6.44% -22.74%
2025 -9.60% -5.73% -6.79% -26.70% -5.90% -5.52% -13.02% 0.71% 1.25% 6.11% 8.04% -18.35% -57.02%
2026 7.12% -11.34% -6.04% 2.66% -4.34% 0.00% — — — — — — -12.36%
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 290.84
Min balance 284.60
Max balance 1134.03
Monthly Performance
Metric Value
Average monthly return (geometric), % -4.03
Average monthly return (arithmetic), % -3.66
Best month, % 11.68
Worst month, % -26.70
PnL, Volume & Fees
Metric Value
Total PnL -709.16
Total PnL, % -70.92
Gross profit 2262.55
Gross loss 2704.80
Trading volume (USDT) 739454.31
Total transactions (buy/sell) 694
Total fees 265.73
Funding net -1.18
Funding accrued (received) 18.71
Funding paid 19.90
Trades
Metric Value
Total Trades 691
Win Trades 157
Los Trades 534
Win Rate, % 22.72
Expectancy per trade -0.6400
Max consecutive wins 6
Max consecutive losses 46
Risk & Exposure
Metric Value
Position avg, % of margin balance 56.05
Position max, % of margin balance 117.72
Max Drawdown 849.43
Max Drawdown, % 74.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8365
Recovery Factor (Total PnL / Max DD) -0.8349
Sharpe ratio (monthly) -1.5420
Sortino ratio (monthly) -1.5253
CAGR, % -40.03
Calmar ratio (CAGR / Max DD%) -0.5345
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -442.24 | Fee: 265.73 | Vol: 739454.31
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": 6,
    "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
}