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
541.32
Total PnL
-458.68 (-45.87%)
Total Trades (Win/Los)
516 (112/404)
Win Rate
21.71%
Max Drawdown
705.04 (58.99%)
Total Fees
252.97
Position avg (max), %
41.90 (112.21)
Profit Factor
0.92
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 -0.59% -2.06% 8.19% 0.86% 2.78% 6.90% -6.81% -3.32% 7.83% 3.00% -6.24% -8.84% -0.15%
2025 4.27% -5.23% 4.08% -12.85% -9.19% -7.80% -12.79% 9.14% 1.59% -1.03% 2.73% -21.99% -42.45%
2026 7.59% -5.87% -7.86% 1.17% -0.16% 0.00% — — — — — — -5.74%
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 541.32
Min balance 490.05
Max balance 1195.09
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.02
Average monthly return (arithmetic), % -1.75
Best month, % 9.14
Worst month, % -21.99
PnL, Volume & Fees
Metric Value
Total PnL -458.68
Total PnL, % -45.87
Gross profit 2331.90
Gross loss 2538.16
Trading volume (USDT) 704199.58
Total transactions (buy/sell) 518
Total fees 252.97
Funding net 0.55
Funding accrued (received) 21.22
Funding paid 20.66
Trades
Metric Value
Total Trades 516
Win Trades 112
Los Trades 404
Win Rate, % 21.71
Expectancy per trade -0.3997
Max consecutive wins 5
Max consecutive losses 63
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.90
Position max, % of margin balance 112.21
Max Drawdown 705.04
Max Drawdown, % 58.99
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9187
Recovery Factor (Total PnL / Max DD) -0.6506
Sharpe ratio (monthly) -0.8430
Sortino ratio (monthly) -0.9346
CAGR, % -22.44
Calmar ratio (CAGR / Max DD%) -0.3804
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -206.26 | Fee: 252.97 | Vol: 704199.58
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": 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
}