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
917.59
Total PnL
-82.41 (-8.24%)
Total Trades (Win/Los)
472 (113/359)
Win Rate
23.94%
Max Drawdown
816.52 (49.63%)
Total Fees
323.49
Position avg (max), %
37.58 (110.78)
Profit Factor
1.08
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 2.10% 7.70% 8.20% 1.73% 1.94% -0.99% 5.35% 4.77% 8.00% 6.01% 3.86% -2.21% 56.78%
2025 -8.79% -5.86% 1.95% -10.05% -7.24% 1.68% -21.92% 9.39% 4.14% 6.67% 5.06% -19.65% -40.52%
2026 10.15% -2.54% -9.56% -3.69% 5.23% 0.00% — — — — — — -1.60%
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 917.59
Min balance 828.70
Max balance 1645.23
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.29
Average monthly return (arithmetic), % 0.05
Best month, % 10.15
Worst month, % -21.92
PnL, Volume & Fees
Metric Value
Total PnL -82.41
Total PnL, % -8.24
Gross profit 3244.08
Gross loss 3000.69
Trading volume (USDT) 900662.82
Total transactions (buy/sell) 473
Total fees 323.49
Funding net -2.30
Funding accrued (received) 24.76
Funding paid 27.07
Trades
Metric Value
Total Trades 472
Win Trades 113
Los Trades 359
Win Rate, % 23.94
Expectancy per trade 0.5156
Max consecutive wins 5
Max consecutive losses 62
Risk & Exposure
Metric Value
Position avg, % of margin balance 37.58
Position max, % of margin balance 110.78
Max Drawdown 816.52
Max Drawdown, % 49.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0811
Recovery Factor (Total PnL / Max DD) -0.1009
Sharpe ratio (monthly) 0.0208
Sortino ratio (monthly) 0.0255
CAGR, % -3.50
Calmar ratio (CAGR / Max DD%) -0.0705
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 243.39 | Fee: 323.49 | Vol: 900662.82
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": 13,
    "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
}