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
949.56
Total PnL
-50.44 (-5.04%)
Total Trades (Win/Los)
399 (123/276)
Win Rate
30.83%
Max Drawdown
417.91 (34.37%)
Total Fees
227.08
Position avg (max), %
44.35 (114.16)
Profit Factor
1.07
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 -4.12% -4.80% 8.60% 6.71% -3.30% 6.67% 1.30% -9.73% 7.63% 2.31% -0.78% 1.32% 10.47%
2025 -6.19% 0.17% 4.97% -12.94% -5.67% 3.33% -11.63% 4.65% 1.88% 9.58% 13.03% -9.06% -11.17%
2026 6.46% -8.02% -6.08% 6.33% -1.04% 0.00% — — — — — — -3.23%
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 949.56
Min balance 797.89
Max balance 1215.80
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.17
Average monthly return (arithmetic), % 0.05
Best month, % 13.03
Worst month, % -12.94
PnL, Volume & Fees
Metric Value
Total PnL -50.44
Total PnL, % -5.04
Gross profit 2812.98
Gross loss 2635.41
Trading volume (USDT) 632583.84
Total transactions (buy/sell) 401
Total fees 227.08
Funding net -0.93
Funding accrued (received) 25.41
Funding paid 26.34
Trades
Metric Value
Total Trades 399
Win Trades 123
Los Trades 276
Win Rate, % 30.83
Expectancy per trade 0.4450
Max consecutive wins 7
Max consecutive losses 50
Risk & Exposure
Metric Value
Position avg, % of margin balance 44.35
Position max, % of margin balance 114.16
Max Drawdown 417.91
Max Drawdown, % 34.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0674
Recovery Factor (Total PnL / Max DD) -0.1207
Sharpe ratio (monthly) 0.0275
Sortino ratio (monthly) 0.0380
CAGR, % -2.12
Calmar ratio (CAGR / Max DD%) -0.0617
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 177.57 | Fee: 227.08 | Vol: 632583.84
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": 2,
    "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
}