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
942.59
Total PnL
-57.41 (-5.74%)
Total Trades (Win/Los)
259 (132/127)
Win Rate
50.97%
Max Drawdown
702.89 (44.85%)
Total Fees
147.73
Position avg (max), %
48.31 (128.36)
Profit Factor
1.03
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 8.73% 2.85% -3.35% 0.58% -4.91% 5.61% 1.07% 9.03% 5.69% 5.09% 5.57% -8.39% 29.26%
2025 17.14% -11.14% -1.38% -10.08% -5.85% 0.60% -9.87% 10.13% -0.34% -5.83% 9.10% -15.98% -25.33%
2026 2.25% -10.58% 7.27% -1.48% 1.14% 0.00% — — — — — — -2.27%
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 942.59
Min balance 864.33
Max balance 1567.22
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.19
Average monthly return (arithmetic), % 0.09
Best month, % 17.14
Worst month, % -15.98
PnL, Volume & Fees
Metric Value
Total PnL -57.41
Total PnL, % -5.74
Gross profit 3244.83
Gross loss 3155.98
Trading volume (USDT) 412395.98
Total transactions (buy/sell) 260
Total fees 147.73
Funding net 1.47
Funding accrued (received) 33.37
Funding paid 31.90
Trades
Metric Value
Total Trades 259
Win Trades 132
Los Trades 127
Win Rate, % 50.97
Expectancy per trade 0.3430
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.31
Position max, % of margin balance 128.36
Max Drawdown 702.89
Max Drawdown, % 44.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0282
Recovery Factor (Total PnL / Max DD) -0.0817
Sharpe ratio (monthly) 0.0416
Sortino ratio (monthly) 0.0581
CAGR, % -2.42
Calmar ratio (CAGR / Max DD%) -0.0539
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 88.85 | Fee: 147.73 | Vol: 412395.98
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": 3,
    "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
}