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
793.92
Total PnL
-206.08 (-20.61%)
Total Trades (Win/Los)
314 (130/184)
Win Rate
41.40%
Max Drawdown
362.52 (32.77%)
Total Fees
148.40
Position avg (max), %
50.94 (124.61)
Profit Factor
0.98
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 5.51% -3.53% -2.50% -0.38% -4.14% 0.19% -0.94% 4.47% 0.38% 8.26% 1.37% -9.60% -2.15%
2025 -0.08% -4.06% -1.15% -8.68% -3.02% -0.12% -6.65% 4.72% -3.50% 1.22% 9.41% -6.85% -18.42%
2026 6.43% -8.65% 2.89% -1.04% 0.53% 0.00% — — — — — — -0.48%
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 793.92
Min balance 743.71
Max balance 1106.23
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.76
Average monthly return (arithmetic), % -0.65
Best month, % 9.41
Worst month, % -9.60
PnL, Volume & Fees
Metric Value
Total PnL -206.08
Total PnL, % -20.61
Gross profit 2638.25
Gross loss 2695.46
Trading volume (USDT) 413856.99
Total transactions (buy/sell) 315
Total fees 148.40
Funding net -0.47
Funding accrued (received) 27.02
Funding paid 27.49
Trades
Metric Value
Total Trades 314
Win Trades 130
Los Trades 184
Win Rate, % 41.40
Expectancy per trade -0.1822
Max consecutive wins 7
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 50.94
Position max, % of margin balance 124.61
Max Drawdown 362.52
Max Drawdown, % 32.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9788
Recovery Factor (Total PnL / Max DD) -0.5685
Sharpe ratio (monthly) -0.4725
Sortino ratio (monthly) -0.6085
CAGR, % -9.11
Calmar ratio (CAGR / Max DD%) -0.2781
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -57.21 | Fee: 148.40 | Vol: 413856.99
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": 2,
    "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
}