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
753.00
Total PnL
-247.00 (-24.70%)
Total Trades (Win/Los)
178 (94/84)
Win Rate
52.81%
Max Drawdown
582.52 (47.44%)
Total Fees
75.00
Position avg (max), %
46.62 (120.46)
Profit Factor
0.92
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 5.91% 5.42% -3.28% -9.19% -7.42% 3.21% -0.59% 2.89% 8.45% 7.81% 5.78% -15.68% -0.05%
2025 2.55% -14.93% -2.76% -7.35% 1.54% -5.67% -12.08% 10.35% 6.05% -11.32% 13.09% 0.47% -21.96%
2026 0.46% -1.26% -3.19% -0.47% 1.07% 0.00% — — — — — — -3.40%
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 753.00
Min balance 645.40
Max balance 1227.91
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.94
Average monthly return (arithmetic), % -0.67
Best month, % 13.09
Worst month, % -15.68
PnL, Volume & Fees
Metric Value
Total PnL -247.00
Total PnL, % -24.70
Gross profit 1992.47
Gross loss 2161.07
Trading volume (USDT) 209572.53
Total transactions (buy/sell) 179
Total fees 75.00
Funding net -3.40
Funding accrued (received) 22.34
Funding paid 25.74
Trades
Metric Value
Total Trades 178
Win Trades 94
Los Trades 84
Win Rate, % 52.81
Expectancy per trade -0.9472
Max consecutive wins 14
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 46.62
Position max, % of margin balance 120.46
Max Drawdown 582.52
Max Drawdown, % 47.44
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9220
Recovery Factor (Total PnL / Max DD) -0.4240
Sharpe ratio (monthly) -0.3225
Sortino ratio (monthly) -0.4030
CAGR, % -11.08
Calmar ratio (CAGR / Max DD%) -0.2336
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -168.60 | Fee: 75.00 | Vol: 209572.53
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": 10,
    "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
}