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
865.83
Total PnL
-134.17 (-13.42%)
Total Trades (Win/Los)
471 (111/360)
Win Rate
23.57%
Max Drawdown
578.19 (43.93%)
Total Fees
284.18
Position avg (max), %
39.40 (112.54)
Profit Factor
1.06
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 -0.92% 3.94% 8.69% -10.00% 2.81% 5.27% 5.10% 0.43% 8.04% 5.47% -4.37% -8.39% 14.88%
2025 4.61% -6.39% 9.14% -10.45% 3.26% -5.31% -20.87% 9.42% 3.03% 2.83% 2.61% -21.26% -30.64%
2026 9.16% -4.72% -5.27% 2.59% 7.53% 0.00% — — — — — — 8.68%
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 865.83
Min balance 738.02
Max balance 1316.21
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.48
Average monthly return (arithmetic), % -0.13
Best month, % 9.42
Worst month, % -21.26
PnL, Volume & Fees
Metric Value
Total PnL -134.17
Total PnL, % -13.42
Gross profit 2780.94
Gross loss 2630.71
Trading volume (USDT) 791201.02
Total transactions (buy/sell) 474
Total fees 284.18
Funding net -0.23
Funding accrued (received) 23.60
Funding paid 23.83
Trades
Metric Value
Total Trades 471
Win Trades 111
Los Trades 360
Win Rate, % 23.57
Expectancy per trade 0.3190
Max consecutive wins 5
Max consecutive losses 58
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.40
Position max, % of margin balance 112.54
Max Drawdown 578.19
Max Drawdown, % 43.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0571
Recovery Factor (Total PnL / Max DD) -0.2321
Sharpe ratio (monthly) -0.0582
Sortino ratio (monthly) -0.0707
CAGR, % -5.79
Calmar ratio (CAGR / Max DD%) -0.1318
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 150.23 | Fee: 284.18 | Vol: 791201.02
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": 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
}