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
839.36
Total PnL
-160.64 (-16.06%)
Total Trades (Win/Los)
116 (59/57)
Win Rate
50.86%
Max Drawdown
611.08 (50.04%)
Total Fees
46.39
Position avg (max), %
39.78 (137.43)
Profit Factor
0.92
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 | -0.81% | 4.91% | 0.95% | 1.65% | 4.78% | -2.20% | 4.33% | -7.40% | 9.82% | -4.05% | 5.81% | 1.22% | 19.32% |
| 2025 | -28.82% | -9.29% | -3.64% | -7.53% | 4.48% | 2.17% | -4.77% | 6.75% | 3.10% | -4.32% | 8.62% | -2.98% | -35.10% |
| 2026 | -3.98% | -1.08% | 3.80% | 5.90% | 3.82% | 0.00% | — | — | — | — | — | — | 8.39% |
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 | 839.36 |
| Min balance | 610.21 |
| Max balance | 1221.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.58 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 9.82 |
| Worst month, % | -28.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -160.64 |
| Total PnL, % | -16.06 |
| Gross profit | 1427.60 |
| Gross loss | 1545.33 |
| Trading volume (USDT) | 129726.81 |
| Total transactions (buy/sell) | 117 |
| Total fees | 46.39 |
| Funding net | 3.47 |
| Funding accrued (received) | 22.44 |
| Funding paid | 18.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 116 |
| Win Trades | 59 |
| Los Trades | 57 |
| Win Rate, % | 50.86 |
| Expectancy per trade | -1.0149 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.78 |
| Position max, % of margin balance | 137.43 |
| Max Drawdown | 611.08 |
| Max Drawdown, % | 50.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9238 |
| Recovery Factor (Total PnL / Max DD) | -0.2629 |
| Sharpe ratio (monthly) | -0.1407 |
| Sortino ratio (monthly) | -0.1646 |
| CAGR, % | -7.00 |
| Calmar ratio (CAGR / Max DD%) | -0.1398 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -117.72 | Fee: 46.39 | Vol: 129726.81
Realized PnL by Symbol
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": 13,
"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
}