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
790.60
Total PnL
-209.40 (-20.94%)
Total Trades (Win/Los)
201 (89/112)
Win Rate
44.28%
Max Drawdown
720.02 (49.23%)
Total Fees
100.15
Position avg (max), %
42.87 (115.74)
Profit Factor
0.95
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 11.61% -4.36% 1.17% 1.41% 1.93% 5.17% 4.41% 6.01% 9.54% -0.03% -9.06% -10.44% 15.90%
2025 -3.34% 0.20% -12.11% -11.92% 0.34% 0.96% -9.54% 9.44% 6.39% 2.40% 6.59% -7.61% -19.32%
2026 9.27% -8.53% -16.09% 2.63% -1.77% 0.00% — — — — — — -15.45%
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 790.60
Min balance 742.59
Max balance 1462.61
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.78
Average monthly return (arithmetic), % -0.51
Best month, % 11.61
Worst month, % -16.09
PnL, Volume & Fees
Metric Value
Total PnL -209.40
Total PnL, % -20.94
Gross profit 2264.57
Gross loss 2372.86
Trading volume (USDT) 279622.60
Total transactions (buy/sell) 202
Total fees 100.15
Funding net -0.96
Funding accrued (received) 24.89
Funding paid 25.85
Trades
Metric Value
Total Trades 201
Win Trades 89
Los Trades 112
Win Rate, % 44.28
Expectancy per trade -0.5388
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 42.87
Position max, % of margin balance 115.74
Max Drawdown 720.02
Max Drawdown, % 49.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9544
Recovery Factor (Total PnL / Max DD) -0.2908
Sharpe ratio (monthly) -0.2441
Sortino ratio (monthly) -0.3073
CAGR, % -9.27
Calmar ratio (CAGR / Max DD%) -0.1883
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -108.29 | Fee: 100.15 | Vol: 279622.60
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": 4,
    "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
}