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
691.27
Total PnL
-308.73 (-30.87%)
Total Trades (Win/Los)
483 (113/370)
Win Rate
23.40%
Max Drawdown
758.55 (55.68%)
Total Fees
267.99
Position avg (max), %
44.13 (113.34)
Profit Factor
0.98
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 -1.32% -2.20% 8.90% 1.52% 2.17% 6.14% 7.10% -7.31% 8.01% 7.26% -5.79% -7.61% 15.81%
2025 -9.54% -6.51% 10.24% -13.06% -4.68% -8.18% -18.07% 9.08% -4.23% 6.68% 2.73% -6.44% -37.75%
2026 6.66% -6.03% -11.78% 7.80% 0.59% 0.00% — — — — — — -4.10%
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 691.27
Min balance 603.68
Max balance 1362.23
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.22
Average monthly return (arithmetic), % -0.93
Best month, % 10.24
Worst month, % -18.07
PnL, Volume & Fees
Metric Value
Total PnL -308.73
Total PnL, % -30.87
Gross profit 2576.80
Gross loss 2619.63
Trading volume (USDT) 746045.08
Total transactions (buy/sell) 485
Total fees 267.99
Funding net 2.08
Funding accrued (received) 24.99
Funding paid 22.91
Trades
Metric Value
Total Trades 483
Win Trades 113
Los Trades 370
Win Rate, % 23.40
Expectancy per trade -0.0887
Max consecutive wins 8
Max consecutive losses 78
Risk & Exposure
Metric Value
Position avg, % of margin balance 44.13
Position max, % of margin balance 113.34
Max Drawdown 758.55
Max Drawdown, % 55.68
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9837
Recovery Factor (Total PnL / Max DD) -0.4070
Sharpe ratio (monthly) -0.4257
Sortino ratio (monthly) -0.5303
CAGR, % -14.18
Calmar ratio (CAGR / Max DD%) -0.2546
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -42.82 | Fee: 267.99 | Vol: 746045.08
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": 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
}