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
926.92
Total PnL
-73.08 (-7.31%)
Total Trades (Win/Los)
96 (54/42)
Win Rate
56.25%
Max Drawdown
492.59 (43.54%)
Total Fees
35.66
Position avg (max), %
36.93 (129.91)
Profit Factor
0.97
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 | -12.85% | 5.24% | 1.08% | 4.06% | 2.97% | 4.01% | 4.36% | -7.51% | 9.69% | -4.10% | 2.46% | -1.54% | 5.83% |
| 2025 | -24.37% | -6.01% | 3.75% | -8.65% | 4.27% | 1.79% | -1.39% | 6.72% | -1.63% | -7.87% | 8.78% | -3.42% | -28.36% |
| 2026 | 10.52% | -1.39% | 4.53% | 3.39% | 3.82% | 0.00% | — | — | — | — | — | — | 22.26% |
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 | 926.92 |
| Min balance | 638.85 |
| Max balance | 1131.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.25 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 10.52 |
| Worst month, % | -24.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -73.08 |
| Total PnL, % | -7.31 |
| Gross profit | 1218.90 |
| Gross loss | 1260.28 |
| Trading volume (USDT) | 99802.63 |
| Total transactions (buy/sell) | 97 |
| Total fees | 35.66 |
| Funding net | 3.95 |
| Funding accrued (received) | 20.69 |
| Funding paid | 16.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 54 |
| Los Trades | 42 |
| Win Rate, % | 56.25 |
| Expectancy per trade | -0.4310 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.93 |
| Position max, % of margin balance | 129.91 |
| Max Drawdown | 492.59 |
| Max Drawdown, % | 43.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9672 |
| Recovery Factor (Total PnL / Max DD) | -0.1484 |
| Sharpe ratio (monthly) | 0.0110 |
| Sortino ratio (monthly) | 0.0134 |
| CAGR, % | -3.09 |
| Calmar ratio (CAGR / Max DD%) | -0.0711 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -41.37 | Fee: 35.66 | Vol: 99802.63
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": 14,
"detection": 18,
"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
}