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
418.67
Total PnL
-581.33 (-58.13%)
Total Trades (Win/Los)
852 (143/709)
Win Rate
16.78%
Max Drawdown
729.98 (64.56%)
Total Fees
380.98
Position avg (max), %
47.38 (110.77)
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 0.24% -12.79% 4.60% 1.32% -5.48% 3.32% -6.33% 16.21% 10.48% -0.26% -1.19% -5.18% 1.69%
2025 -15.73% -6.03% 9.91% -12.05% -4.62% -9.12% -19.07% 9.52% -6.30% 3.98% 4.78% -20.87% -52.49%
2026 7.39% -4.33% -9.32% -7.46% 0.51% 0.00% — — — — — — -13.34%
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 418.67
Min balance 400.80
Max balance 1130.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.86
Average monthly return (arithmetic), % -2.46
Best month, % 16.21
Worst month, % -20.87
PnL, Volume & Fees
Metric Value
Total PnL -581.33
Total PnL, % -58.13
Gross profit 2619.99
Gross loss 2819.18
Trading volume (USDT) 1059919.04
Total transactions (buy/sell) 855
Total fees 380.98
Funding net -1.16
Funding accrued (received) 20.35
Funding paid 21.51
Trades
Metric Value
Total Trades 852
Win Trades 143
Los Trades 709
Win Rate, % 16.78
Expectancy per trade -0.2338
Max consecutive wins 6
Max consecutive losses 92
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.38
Position max, % of margin balance 110.77
Max Drawdown 729.98
Max Drawdown, % 64.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9293
Recovery Factor (Total PnL / Max DD) -0.7964
Sharpe ratio (monthly) -0.9732
Sortino ratio (monthly) -1.1022
CAGR, % -30.27
Calmar ratio (CAGR / Max DD%) -0.4689
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -199.19 | Fee: 380.98 | Vol: 1059919.04
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": 8,
    "detection": 1,
    "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
}