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
760.23
Total PnL
-239.77 (-23.98%)
Total Trades (Win/Los)
185 (97/88)
Win Rate
52.43%
Max Drawdown
521.20 (43.37%)
Total Fees
79.98
Position avg (max), %
47.03 (128.23)
Profit Factor
0.93
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 6.60% 5.01% -3.91% -8.77% -7.41% 3.24% -0.12% 3.32% 8.37% 7.89% 5.49% -18.34% -2.52%
2025 4.68% -10.99% -2.23% -6.81% 1.70% -5.48% -12.41% 10.51% 6.17% -10.96% 12.99% -0.82% -16.33%
2026 -3.74% -1.25% -2.55% -0.47% 1.17% 0.00% — — — — — — -6.72%
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 760.23
Min balance 680.59
Max balance 1201.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.91
Average monthly return (arithmetic), % -0.64
Best month, % 12.99
Worst month, % -18.34
PnL, Volume & Fees
Metric Value
Total PnL -239.77
Total PnL, % -23.98
Gross profit 2045.66
Gross loss 2202.45
Trading volume (USDT) 223432.85
Total transactions (buy/sell) 186
Total fees 79.98
Funding net -3.00
Funding accrued (received) 23.24
Funding paid 26.24
Trades
Metric Value
Total Trades 185
Win Trades 97
Los Trades 88
Win Rate, % 52.43
Expectancy per trade -0.8475
Max consecutive wins 14
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.03
Position max, % of margin balance 128.23
Max Drawdown 521.20
Max Drawdown, % 43.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9288
Recovery Factor (Total PnL / Max DD) -0.4600
Sharpe ratio (monthly) -0.3061
Sortino ratio (monthly) -0.3864
CAGR, % -10.73
Calmar ratio (CAGR / Max DD%) -0.2475
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -156.79 | Fee: 79.98 | Vol: 223432.85
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": 8,
    "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
}