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
896.61
Total PnL
-103.39 (-10.34%)
Total Trades (Win/Los)
205 (112/93)
Win Rate
54.63%
Max Drawdown
575.50 (43.70%)
Total Fees
92.57
Position avg (max), %
50.57 (127.35)
Profit Factor
1.00
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 6.04% 0.30% -3.90% -6.31% -10.03% 6.60% -1.03% 3.79% 11.84% 5.37% 5.82% -9.66% 6.27%
2025 18.72% -18.83% -3.45% -9.25% 3.23% -5.58% -13.04% 9.60% 6.44% -1.65% 3.39% -10.96% -24.41%
2026 5.44% -1.38% 7.93% -1.42% 0.95% 0.00% — — — — — — 11.68%
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 896.61
Min balance 741.29
Max balance 1316.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.36
Average monthly return (arithmetic), % -0.03
Best month, % 18.72
Worst month, % -18.83
PnL, Volume & Fees
Metric Value
Total PnL -103.39
Total PnL, % -10.34
Gross profit 2445.10
Gross loss 2453.25
Trading volume (USDT) 258684.39
Total transactions (buy/sell) 206
Total fees 92.57
Funding net -2.66
Funding accrued (received) 26.66
Funding paid 29.33
Trades
Metric Value
Total Trades 205
Win Trades 112
Los Trades 93
Win Rate, % 54.63
Expectancy per trade -0.0398
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 50.57
Position max, % of margin balance 127.35
Max Drawdown 575.50
Max Drawdown, % 43.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9967
Recovery Factor (Total PnL / Max DD) -0.1797
Sharpe ratio (monthly) -0.0149
Sortino ratio (monthly) -0.0204
CAGR, % -4.42
Calmar ratio (CAGR / Max DD%) -0.1011
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -8.15 | Fee: 92.57 | Vol: 258684.39
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": 11,
    "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
}