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
727.28
Total PnL
-272.72 (-27.27%)
Total Trades (Win/Los)
560 (121/439)
Win Rate
21.61%
Max Drawdown
681.41 (49.76%)
Total Fees
340.00
Position avg (max), %
40.24 (111.80)
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 -3.47% 0.56% 10.04% -0.33% -3.16% 5.91% 5.08% 7.05% 7.37% -5.81% -5.98% -2.50% 13.87%
2025 -4.31% 0.13% 11.14% -5.20% 2.89% -4.59% -12.93% 3.93% -4.05% 7.29% 6.35% -19.98% -21.43%
2026 4.15% -12.48% -6.27% -0.24% -4.63% 0.00% — — — — — — -18.71%
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 727.28
Min balance 687.89
Max balance 1369.30
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.06
Average monthly return (arithmetic), % -0.80
Best month, % 11.14
Worst month, % -19.98
PnL, Volume & Fees
Metric Value
Total PnL -272.72
Total PnL, % -27.27
Gross profit 3065.97
Gross loss 2997.09
Trading volume (USDT) 946335.55
Total transactions (buy/sell) 561
Total fees 340.00
Funding net -1.60
Funding accrued (received) 24.11
Funding paid 25.71
Trades
Metric Value
Total Trades 560
Win Trades 121
Los Trades 439
Win Rate, % 21.61
Expectancy per trade 0.1230
Max consecutive wins 5
Max consecutive losses 68
Risk & Exposure
Metric Value
Position avg, % of margin balance 40.24
Position max, % of margin balance 111.80
Max Drawdown 681.41
Max Drawdown, % 49.76
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0230
Recovery Factor (Total PnL / Max DD) -0.4002
Sharpe ratio (monthly) -0.3964
Sortino ratio (monthly) -0.4894
CAGR, % -12.35
Calmar ratio (CAGR / Max DD%) -0.2483
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 68.88 | Fee: 340.00 | Vol: 946335.55
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": 9,
    "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
}