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
804.85
Total PnL
-195.15 (-19.51%)
Total Trades (Win/Los)
458 (97/361)
Win Rate
21.18%
Max Drawdown
625.95 (48.53%)
Total Fees
277.93
Position avg (max), %
38.93 (114.00)
Profit Factor
1.03
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 5.12% 6.88% 7.77% -2.51% 1.47% -1.82% 5.10% -17.28% 8.06% 6.76% 0.17% 0.97% 19.28%
2025 4.20% -4.33% -1.84% -10.89% -3.26% -1.10% -14.25% 9.59% -4.41% 7.18% 2.82% -20.53% -34.38%
2026 8.94% -1.83% -13.42% 3.71% 7.09% 0.00% — — — — — — 2.83%
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 804.85
Min balance 663.81
Max balance 1289.76
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.72
Average monthly return (arithmetic), % -0.39
Best month, % 9.59
Worst month, % -20.53
PnL, Volume & Fees
Metric Value
Total PnL -195.15
Total PnL, % -19.51
Gross profit 2452.93
Gross loss 2370.00
Trading volume (USDT) 773666.50
Total transactions (buy/sell) 463
Total fees 277.93
Funding net -0.15
Funding accrued (received) 23.07
Funding paid 23.22
Trades
Metric Value
Total Trades 458
Win Trades 97
Los Trades 361
Win Rate, % 21.18
Expectancy per trade 0.1811
Max consecutive wins 5
Max consecutive losses 91
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.93
Position max, % of margin balance 114.00
Max Drawdown 625.95
Max Drawdown, % 48.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0350
Recovery Factor (Total PnL / Max DD) -0.3118
Sharpe ratio (monthly) -0.1707
Sortino ratio (monthly) -0.2056
CAGR, % -8.60
Calmar ratio (CAGR / Max DD%) -0.1772
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 82.93 | Fee: 277.93 | Vol: 773666.50
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": 3,
    "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
}