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
744.01
Total PnL
-255.99 (-25.60%)
Total Trades (Win/Los)
614 (125/489)
Win Rate
20.36%
Max Drawdown
639.10 (49.57%)
Total Fees
344.92
Position avg (max), %
40.44 (110.64)
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 -4.68% 0.64% 7.38% 3.85% -5.25% 1.10% 2.98% 7.74% 8.13% 3.80% -3.40% -11.18% 9.49%
2025 -9.52% -1.83% 10.60% -12.29% 3.96% -8.26% -14.21% 9.37% 1.70% 2.98% 4.06% -21.96% -34.42%
2026 4.84% -2.87% -2.28% 1.45% 2.65% 0.00% — — — — — — 3.62%
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 744.01
Min balance 650.29
Max balance 1289.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.98
Average monthly return (arithmetic), % -0.68
Best month, % 10.60
Worst month, % -21.96
PnL, Volume & Fees
Metric Value
Total PnL -255.99
Total PnL, % -25.60
Gross profit 2901.38
Gross loss 2812.45
Trading volume (USDT) 959928.70
Total transactions (buy/sell) 616
Total fees 344.92
Funding net -0.01
Funding accrued (received) 22.45
Funding paid 22.46
Trades
Metric Value
Total Trades 614
Win Trades 125
Los Trades 489
Win Rate, % 20.36
Expectancy per trade 0.1448
Max consecutive wins 5
Max consecutive losses 60
Risk & Exposure
Metric Value
Position avg, % of margin balance 40.44
Position max, % of margin balance 110.64
Max Drawdown 639.10
Max Drawdown, % 49.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0316
Recovery Factor (Total PnL / Max DD) -0.4005
Sharpe ratio (monthly) -0.3164
Sortino ratio (monthly) -0.3749
CAGR, % -11.53
Calmar ratio (CAGR / Max DD%) -0.2325
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 88.93 | Fee: 344.92 | Vol: 959928.70
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": 10,
    "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
}