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
688.44
Total PnL
-311.56 (-31.16%)
Total Trades (Win/Los)
608 (114/494)
Win Rate
18.75%
Max Drawdown
572.40 (48.38%)
Total Fees
331.02
Position avg (max), %
40.67 (115.87)
Profit Factor
1.01
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 13.31% -5.27% 2.73% -0.42% -3.58% 2.07% -12.15% 8.46% 8.15% 5.90% -4.46% -10.19% 1.17%
2025 -10.67% 3.14% 8.53% -3.05% 1.87% 0.44% -24.22% 8.21% 3.21% -0.09% 3.66% -20.61% -30.98%
2026 9.37% -2.52% -14.87% 1.90% 6.60% 0.00% — — — — — — -1.41%
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 688.44
Min balance 610.77
Max balance 1183.16
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.24
Average monthly return (arithmetic), % -0.82
Best month, % 13.31
Worst month, % -24.22
PnL, Volume & Fees
Metric Value
Total PnL -311.56
Total PnL, % -31.16
Gross profit 2689.47
Gross loss 2669.25
Trading volume (USDT) 921194.14
Total transactions (buy/sell) 610
Total fees 331.02
Funding net -0.77
Funding accrued (received) 22.19
Funding paid 22.95
Trades
Metric Value
Total Trades 608
Win Trades 114
Los Trades 494
Win Rate, % 18.75
Expectancy per trade 0.0333
Max consecutive wins 5
Max consecutive losses 66
Risk & Exposure
Metric Value
Position avg, % of margin balance 40.67
Position max, % of margin balance 115.87
Max Drawdown 572.40
Max Drawdown, % 48.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0076
Recovery Factor (Total PnL / Max DD) -0.5443
Sharpe ratio (monthly) -0.3221
Sortino ratio (monthly) -0.3798
CAGR, % -14.32
Calmar ratio (CAGR / Max DD%) -0.2961
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 20.23 | Fee: 331.02 | Vol: 921194.14
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": 11,
    "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
}