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
413.95
Total PnL
-586.05 (-58.60%)
Total Trades (Win/Los)
709 (140/569)
Win Rate
19.75%
Max Drawdown
716.58 (65.69%)
Total Fees
274.25
Position avg (max), %
51.87 (114.21)
Profit Factor
0.87
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 0.15% -7.04% -15.70% 5.48% -3.67% -4.92% 2.76% -11.64% 6.89% 2.63% -2.68% 0.67% -26.02%
2025 -15.96% 1.57% 5.41% -16.94% -3.63% -2.47% -12.24% 5.71% -3.92% 2.40% 9.15% -15.58% -40.92%
2026 2.07% -10.39% 2.22% 1.47% -0.12% 0.00% — — — — — — -5.23%
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 413.95
Min balance 374.19
Max balance 1090.78
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.90
Average monthly return (arithmetic), % -2.61
Best month, % 9.15
Worst month, % -16.94
PnL, Volume & Fees
Metric Value
Total PnL -586.05
Total PnL, % -58.60
Gross profit 2039.25
Gross loss 2350.26
Trading volume (USDT) 763035.58
Total transactions (buy/sell) 713
Total fees 274.25
Funding net -0.78
Funding accrued (received) 18.43
Funding paid 19.21
Trades
Metric Value
Total Trades 709
Win Trades 140
Los Trades 569
Win Rate, % 19.75
Expectancy per trade -0.4387
Max consecutive wins 6
Max consecutive losses 50
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.87
Position max, % of margin balance 114.21
Max Drawdown 716.58
Max Drawdown, % 65.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8677
Recovery Factor (Total PnL / Max DD) -0.8178
Sharpe ratio (monthly) -1.2359
Sortino ratio (monthly) -1.2570
CAGR, % -30.60
Calmar ratio (CAGR / Max DD%) -0.4657
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -311.02 | Fee: 274.25 | Vol: 763035.58
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": 7,
    "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
}