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
750.17
Total PnL
-249.83 (-24.98%)
Total Trades (Win/Los)
408 (102/306)
Win Rate
25.00%
Max Drawdown
677.10 (50.22%)
Total Fees
224.55
Position avg (max), %
42.78 (113.66)
Profit Factor
0.99
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 5.54% -5.77% 7.82% 1.96% 2.15% 5.17% 6.32% -8.57% 9.38% 7.23% -6.22% -11.69% 10.90%
2025 -10.78% -0.64% 9.21% -10.90% -11.10% -5.34% -13.19% 9.27% 4.33% 6.20% 2.66% -5.96% -26.34%
2026 6.94% -7.09% -13.07% 3.28% 2.95% 0.00% — — — — — — -8.17%
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 750.17
Min balance 671.13
Max balance 1348.24
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.95
Average monthly return (arithmetic), % -0.66
Best month, % 9.38
Worst month, % -13.19
PnL, Volume & Fees
Metric Value
Total PnL -249.83
Total PnL, % -24.98
Gross profit 2423.47
Gross loss 2448.82
Trading volume (USDT) 625333.25
Total transactions (buy/sell) 411
Total fees 224.55
Funding net 0.06
Funding accrued (received) 23.95
Funding paid 23.89
Trades
Metric Value
Total Trades 408
Win Trades 102
Los Trades 306
Win Rate, % 25.00
Expectancy per trade -0.0621
Max consecutive wins 6
Max consecutive losses 63
Risk & Exposure
Metric Value
Position avg, % of margin balance 42.78
Position max, % of margin balance 113.66
Max Drawdown 677.10
Max Drawdown, % 50.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9897
Recovery Factor (Total PnL / Max DD) -0.3690
Sharpe ratio (monthly) -0.3056
Sortino ratio (monthly) -0.3796
CAGR, % -11.22
Calmar ratio (CAGR / Max DD%) -0.2235
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -25.34 | Fee: 224.55 | Vol: 625333.25
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": 3,
    "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
}