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
970.43
Total PnL
-29.57 (-2.96%)
Total Trades (Win/Los)
624 (94/530)
Win Rate
15.06%
Max Drawdown
672.72 (45.07%)
Total Fees
446.81
Position avg (max), %
33.20 (114.40)
Profit Factor
1.18
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 4.86% -0.28% 8.25% -8.05% -8.23% 0.44% 4.86% 7.23% 8.65% -1.10% -0.80% 7.11% 23.17%
2025 3.99% 2.61% 11.29% -0.17% -2.60% -0.21% -27.80% 9.38% -0.92% 8.42% 1.86% -18.39% -18.75%
2026 4.43% -4.57% -13.71% 6.27% 6.13% 0.00% — — — — — — -3.02%
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 970.43
Min balance 819.82
Max balance 1492.54
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.10
Average monthly return (arithmetic), % 0.30
Best month, % 11.29
Worst month, % -27.80
PnL, Volume & Fees
Metric Value
Total PnL -29.57
Total PnL, % -2.96
Gross profit 2787.73
Gross loss 2371.32
Trading volume (USDT) 1242944.76
Total transactions (buy/sell) 628
Total fees 446.81
Funding net 0.82
Funding accrued (received) 22.45
Funding paid 21.63
Trades
Metric Value
Total Trades 624
Win Trades 94
Los Trades 530
Win Rate, % 15.06
Expectancy per trade 0.6673
Max consecutive wins 5
Max consecutive losses 176
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.20
Position max, % of margin balance 114.40
Max Drawdown 672.72
Max Drawdown, % 45.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1756
Recovery Factor (Total PnL / Max DD) -0.0440
Sharpe ratio (monthly) 0.1215
Sortino ratio (monthly) 0.1478
CAGR, % -1.24
Calmar ratio (CAGR / Max DD%) -0.0274
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 416.41 | Fee: 446.81 | Vol: 1242944.76
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": 14,
    "detection": 1,
    "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
}