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
668.01
Total PnL
-331.99 (-33.20%)
Total Trades (Win/Los)
238 (112/126)
Win Rate
47.06%
Max Drawdown
487.40 (43.74%)
Total Fees
102.83
Position avg (max), %
49.50 (125.93)
Profit Factor
0.91
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 8.49% -1.01% -3.25% -5.49% -5.04% 3.87% -4.01% 4.77% 4.38% 6.57% -0.54% -18.18% -11.82%
2025 4.22% -8.45% 0.23% -4.98% -1.75% -1.30% -9.87% 10.82% -1.24% -11.62% 10.14% -3.85% -18.65%
2026 4.77% -9.29% -2.86% -2.20% 3.20% 0.00% — — — — — — -6.82%
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 668.01
Min balance 626.99
Max balance 1114.39
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.33
Average monthly return (arithmetic), % -1.12
Best month, % 10.82
Worst month, % -18.18
PnL, Volume & Fees
Metric Value
Total PnL -331.99
Total PnL, % -33.20
Gross profit 2243.95
Gross loss 2472.62
Trading volume (USDT) 287025.61
Total transactions (buy/sell) 239
Total fees 102.83
Funding net -0.49
Funding accrued (received) 24.79
Funding paid 25.28
Trades
Metric Value
Total Trades 238
Win Trades 112
Los Trades 126
Win Rate, % 47.06
Expectancy per trade -0.9608
Max consecutive wins 7
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.50
Position max, % of margin balance 125.93
Max Drawdown 487.40
Max Drawdown, % 43.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9075
Recovery Factor (Total PnL / Max DD) -0.6812
Sharpe ratio (monthly) -0.5945
Sortino ratio (monthly) -0.7207
CAGR, % -15.39
Calmar ratio (CAGR / Max DD%) -0.3518
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -228.67 | Fee: 102.83 | Vol: 287025.61
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": 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
}