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
822.13
Total PnL
-177.87 (-17.79%)
Total Trades (Win/Los)
185 (99/86)
Win Rate
53.51%
Max Drawdown
528.43 (42.22%)
Total Fees
83.76
Position avg (max), %
46.65 (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% 0.54% 4.77% 8.58% 7.96% 5.71% -17.48% 2.74%
2025 4.70% -11.34% -2.17% -6.33% 1.59% -5.76% -11.27% 10.48% 6.37% -11.38% 13.32% 0.43% -14.36%
2026 -2.78% -1.30% -2.70% -0.49% 0.63% 0.00% — — — — — — -6.50%
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 822.13
Min balance 723.07
Max balance 1251.50
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.65
Average monthly return (arithmetic), % -0.38
Best month, % 13.32
Worst month, % -17.48
PnL, Volume & Fees
Metric Value
Total PnL -177.87
Total PnL, % -17.79
Gross profit 2144.20
Gross loss 2234.81
Trading volume (USDT) 234015.25
Total transactions (buy/sell) 186
Total fees 83.76
Funding net -3.49
Funding accrued (received) 24.01
Funding paid 27.50
Trades
Metric Value
Total Trades 185
Win Trades 99
Los Trades 86
Win Rate, % 53.51
Expectancy per trade -0.4898
Max consecutive wins 14
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 46.65
Position max, % of margin balance 127.86
Max Drawdown 528.43
Max Drawdown, % 42.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9595
Recovery Factor (Total PnL / Max DD) -0.3366
Sharpe ratio (monthly) -0.1858
Sortino ratio (monthly) -0.2410
CAGR, % -7.79
Calmar ratio (CAGR / Max DD%) -0.1845
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -90.61 | Fee: 83.76 | Vol: 234015.25
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": 7,
    "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
}