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
491.29
Total PnL
-508.71 (-50.87%)
Total Trades (Win/Los)
578 (101/477)
Win Rate
17.47%
Max Drawdown
695.30 (61.04%)
Total Fees
248.36
Position avg (max), %
41.53 (114.64)
Profit Factor
0.88
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 6.78% -1.43% 1.08% -8.92% -12.55% -0.66% 0.31% 1.33% 8.34% 3.19% -1.87% -8.01% -13.64%
2025 -9.73% 1.29% 7.79% -14.42% 1.34% -7.09% -26.51% 9.04% 3.55% 9.43% -4.93% -18.15% -43.89%
2026 10.40% -0.61% -11.36% -1.90% 6.28% 0.00% — — — — — — 1.39%
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 491.29
Min balance 443.88
Max balance 1139.17
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.34
Average monthly return (arithmetic), % -1.93
Best month, % 10.40
Worst month, % -26.51
PnL, Volume & Fees
Metric Value
Total PnL -508.71
Total PnL, % -50.87
Gross profit 1902.18
Gross loss 2160.29
Trading volume (USDT) 691098.48
Total transactions (buy/sell) 582
Total fees 248.36
Funding net -2.23
Funding accrued (received) 16.52
Funding paid 18.75
Trades
Metric Value
Total Trades 578
Win Trades 101
Los Trades 477
Win Rate, % 17.47
Expectancy per trade -0.4466
Max consecutive wins 4
Max consecutive losses 90
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.53
Position max, % of margin balance 114.64
Max Drawdown 695.30
Max Drawdown, % 61.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8805
Recovery Factor (Total PnL / Max DD) -0.7316
Sharpe ratio (monthly) -0.7714
Sortino ratio (monthly) -0.8529
CAGR, % -25.50
Calmar ratio (CAGR / Max DD%) -0.4177
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -258.11 | Fee: 248.36 | Vol: 691098.48
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": 12,
    "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
}