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
941.88
Total PnL
-58.12 (-5.81%)
Total Trades (Win/Los)
246 (109/137)
Win Rate
44.31%
Max Drawdown
599.35 (39.91%)
Total Fees
143.91
Position avg (max), %
44.77 (119.96)
Profit Factor
1.03
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 9.05% -8.81% 10.31% 6.43% -4.36% 6.24% 0.73% 8.15% 4.22% 7.27% -0.23% -2.68% 40.28%
2025 -4.08% -4.31% 0.46% -9.65% -3.85% -0.88% -9.30% 4.54% 7.29% -8.80% 13.03% -5.52% -21.33%
2026 5.21% -10.06% -8.31% 0.09% -1.65% 0.00% — — — — — — -14.60%
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 941.88
Min balance 902.29
Max balance 1501.64
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.20
Average monthly return (arithmetic), % 0.02
Best month, % 13.03
Worst month, % -10.06
PnL, Volume & Fees
Metric Value
Total PnL -58.12
Total PnL, % -5.81
Gross profit 2984.83
Gross loss 2900.07
Trading volume (USDT) 401693.80
Total transactions (buy/sell) 247
Total fees 143.91
Funding net 1.03
Funding accrued (received) 31.34
Funding paid 30.31
Trades
Metric Value
Total Trades 246
Win Trades 109
Los Trades 137
Win Rate, % 44.31
Expectancy per trade 0.3446
Max consecutive wins 7
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 44.77
Position max, % of margin balance 119.96
Max Drawdown 599.35
Max Drawdown, % 39.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0292
Recovery Factor (Total PnL / Max DD) -0.0970
Sharpe ratio (monthly) 0.0093
Sortino ratio (monthly) 0.0135
CAGR, % -2.45
Calmar ratio (CAGR / Max DD%) -0.0614
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 84.76 | Fee: 143.91 | Vol: 401693.80
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": 3,
    "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
}