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
932.85
Total PnL
-67.15 (-6.72%)
Total Trades (Win/Los)
215 (103/112)
Win Rate
47.91%
Max Drawdown
581.32 (40.35%)
Total Fees
121.42
Position avg (max), %
45.83 (116.23)
Profit Factor
1.02
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 8.50% -5.48% 9.92% 4.78% -4.91% 4.78% -1.86% 8.29% 3.03% 6.85% -0.50% -3.35% 32.42%
2025 4.67% -7.98% -0.19% -10.62% -2.95% 1.12% -10.87% 10.88% 6.69% -10.28% 7.16% -4.92% -18.73%
2026 5.31% -10.25% -10.07% -0.12% 2.16% 0.00% — — — — — — -13.26%
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 932.85
Min balance 859.42
Max balance 1440.73
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.23
Average monthly return (arithmetic), % -0.01
Best month, % 10.88
Worst month, % -10.87
PnL, Volume & Fees
Metric Value
Total PnL -67.15
Total PnL, % -6.72
Gross profit 2848.36
Gross loss 2796.23
Trading volume (USDT) 339104.06
Total transactions (buy/sell) 216
Total fees 121.42
Funding net 2.13
Funding accrued (received) 32.18
Funding paid 30.05
Trades
Metric Value
Total Trades 215
Win Trades 103
Los Trades 112
Win Rate, % 47.91
Expectancy per trade 0.2425
Max consecutive wins 11
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 45.83
Position max, % of margin balance 116.23
Max Drawdown 581.32
Max Drawdown, % 40.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0186
Recovery Factor (Total PnL / Max DD) -0.1155
Sharpe ratio (monthly) -0.0035
Sortino ratio (monthly) -0.0047
CAGR, % -2.84
Calmar ratio (CAGR / Max DD%) -0.0703
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 52.13 | Fee: 121.42 | Vol: 339104.06
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": 4,
    "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
}