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
841.82
Total PnL
-158.18 (-15.82%)
Total Trades (Win/Los)
453 (97/356)
Win Rate
21.41%
Max Drawdown
966.22 (55.87%)
Total Fees
303.87
Position avg (max), %
32.96 (111.80)
Profit Factor
1.05
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 5.55% 8.01% 8.11% -1.33% -9.56% -1.84% 4.73% 9.59% 8.24% 7.78% 0.35% -0.44% 44.42%
2025 4.04% 7.18% -3.01% -11.35% -1.57% -3.62% -25.35% 9.66% -2.49% 9.52% 3.75% -20.34% -34.29%
2026 10.87% -2.86% -17.85% -5.73% 6.35% 0.00% — — — — — — -11.29%
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 841.82
Min balance 763.22
Max balance 1729.44
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.57
Average monthly return (arithmetic), % -0.12
Best month, % 10.87
Worst month, % -25.35
PnL, Volume & Fees
Metric Value
Total PnL -158.18
Total PnL, % -15.82
Gross profit 2903.41
Gross loss 2762.05
Trading volume (USDT) 845940.02
Total transactions (buy/sell) 454
Total fees 303.87
Funding net 4.33
Funding accrued (received) 25.05
Funding paid 20.72
Trades
Metric Value
Total Trades 453
Win Trades 97
Los Trades 356
Win Rate, % 21.41
Expectancy per trade 0.3121
Max consecutive wins 6
Max consecutive losses 78
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.96
Position max, % of margin balance 111.80
Max Drawdown 966.22
Max Drawdown, % 55.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0512
Recovery Factor (Total PnL / Max DD) -0.1637
Sharpe ratio (monthly) -0.0457
Sortino ratio (monthly) -0.0558
CAGR, % -6.88
Calmar ratio (CAGR / Max DD%) -0.1232
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 141.36 | Fee: 303.87 | Vol: 845940.02
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": 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
}