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
808.90
Total PnL
-191.10 (-19.11%)
Total Trades (Win/Los)
194 (99/95)
Win Rate
51.03%
Max Drawdown
738.64 (49.29%)
Total Fees
103.56
Position avg (max), %
45.19 (120.56)
Profit Factor
0.97
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 8.43% -1.56% 9.86% 1.82% -6.57% 8.26% -2.29% 8.38% 8.10% 7.31% -0.64% -5.68% 39.01%
2025 -3.95% -11.41% -0.79% -9.00% -4.40% 0.66% -11.93% 10.61% 6.74% -11.94% 8.34% -2.45% -28.47%
2026 -2.89% -10.33% -6.18% -0.69% 0.33% 0.00% — — — — — — -18.60%
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 808.90
Min balance 759.79
Max balance 1498.43
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.70
Average monthly return (arithmetic), % -0.46
Best month, % 10.61
Worst month, % -11.94
PnL, Volume & Fees
Metric Value
Total PnL -191.10
Total PnL, % -19.11
Gross profit 2621.50
Gross loss 2708.91
Trading volume (USDT) 289364.94
Total transactions (buy/sell) 195
Total fees 103.56
Funding net -0.13
Funding accrued (received) 29.23
Funding paid 29.36
Trades
Metric Value
Total Trades 194
Win Trades 99
Los Trades 95
Win Rate, % 51.03
Expectancy per trade -0.4506
Max consecutive wins 11
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 45.19
Position max, % of margin balance 120.56
Max Drawdown 738.64
Max Drawdown, % 49.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9677
Recovery Factor (Total PnL / Max DD) -0.2587
Sharpe ratio (monthly) -0.2325
Sortino ratio (monthly) -0.3153
CAGR, % -8.41
Calmar ratio (CAGR / Max DD%) -0.1706
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -87.42 | Fee: 103.56 | Vol: 289364.94
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": 5,
    "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
}