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
980.92
Total PnL
-19.08 (-1.91%)
Total Trades (Win/Los)
194 (109/85)
Win Rate
56.19%
Max Drawdown
502.16 (41.46%)
Total Fees
83.67
Position avg (max), %
47.63 (127.39)
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 6.04% 0.30% -3.93% -8.34% -12.37% 6.77% -1.10% 4.03% 11.48% 5.27% 5.91% -10.80% -0.04%
2025 16.88% -19.36% -3.52% -8.76% 2.99% -5.53% -9.72% 9.00% 10.73% -1.67% 4.89% -10.72% -19.00%
2026 12.71% -1.48% 2.26% 5.69% 1.01% 0.00% — — — — — — 21.24%
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 980.92
Min balance 709.12
Max balance 1211.27
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.06
Average monthly return (arithmetic), % 0.29
Best month, % 16.88
Worst month, % -19.36
PnL, Volume & Fees
Metric Value
Total PnL -19.08
Total PnL, % -1.91
Gross profit 2337.40
Gross loss 2270.83
Trading volume (USDT) 233892.96
Total transactions (buy/sell) 195
Total fees 83.67
Funding net -1.98
Funding accrued (received) 24.82
Funding paid 26.80
Trades
Metric Value
Total Trades 194
Win Trades 109
Los Trades 85
Win Rate, % 56.19
Expectancy per trade 0.3431
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.63
Position max, % of margin balance 127.39
Max Drawdown 502.16
Max Drawdown, % 41.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0293
Recovery Factor (Total PnL / Max DD) -0.0380
Sharpe ratio (monthly) 0.1207
Sortino ratio (monthly) 0.1682
CAGR, % -0.79
Calmar ratio (CAGR / Max DD%) -0.0192
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 66.57 | Fee: 83.67 | Vol: 233892.96
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": 12,
    "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
}