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
830.34
Total PnL
-169.66 (-16.97%)
Total Trades (Win/Los)
188 (100/88)
Win Rate
53.19%
Max Drawdown
564.17 (44.94%)
Total Fees
84.20
Position avg (max), %
46.67 (127.86)
Profit Factor
0.96
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 6.62% 5.25% -3.90% -7.95% -7.33% 3.67% 0.56% 5.39% 8.06% 7.94% 5.70% -17.23% 3.15%
2025 4.68% -10.93% -1.88% -5.93% -3.47% -5.43% -12.31% 10.44% 6.27% -10.87% 12.99% 0.66% -18.04%
2026 -2.91% -1.04% 1.72% -0.49% 1.05% 0.00% — — — — — — -1.72%
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 830.34
Min balance 691.31
Max balance 1255.48
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.62
Average monthly return (arithmetic), % -0.36
Best month, % 12.99
Worst month, % -17.23
PnL, Volume & Fees
Metric Value
Total PnL -169.66
Total PnL, % -16.97
Gross profit 2152.42
Gross loss 2234.25
Trading volume (USDT) 235236.64
Total transactions (buy/sell) 189
Total fees 84.20
Funding net -3.63
Funding accrued (received) 23.65
Funding paid 27.28
Trades
Metric Value
Total Trades 188
Win Trades 100
Los Trades 88
Win Rate, % 53.19
Expectancy per trade -0.4353
Max consecutive wins 14
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 46.67
Position max, % of margin balance 127.86
Max Drawdown 564.17
Max Drawdown, % 44.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9634
Recovery Factor (Total PnL / Max DD) -0.3007
Sharpe ratio (monthly) -0.1727
Sortino ratio (monthly) -0.2236
CAGR, % -7.41
Calmar ratio (CAGR / Max DD%) -0.1649
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -81.83 | Fee: 84.20 | Vol: 235236.64
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": 6,
    "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
}