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
677.59
Total PnL
-322.41 (-32.24%)
Total Trades (Win/Los)
552 (87/465)
Win Rate
15.76%
Max Drawdown
484.83 (45.04%)
Total Fees
283.20
Position avg (max), %
35.20 (113.71)
Profit Factor
0.98
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 6.05% -6.29% 7.84% -2.84% -12.76% 0.45% 2.94% -2.48% 8.60% 0.01% -1.30% -5.75% -7.45%
2025 -8.06% 2.05% 3.26% -3.27% 5.41% 0.87% -25.59% 8.42% -0.92% 7.01% 2.49% -18.17% -28.52%
2026 6.70% -4.86% -8.41% 4.96% 4.96% 0.00% — — — — — — 2.43%
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 677.59
Min balance 591.65
Max balance 1076.48
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.29
Average monthly return (arithmetic), % -0.96
Best month, % 8.60
Worst month, % -25.59
PnL, Volume & Fees
Metric Value
Total PnL -322.41
Total PnL, % -32.24
Gross profit 2002.89
Gross loss 2046.80
Trading volume (USDT) 787927.70
Total transactions (buy/sell) 555
Total fees 283.20
Funding net 4.71
Funding accrued (received) 20.27
Funding paid 15.57
Trades
Metric Value
Total Trades 552
Win Trades 87
Los Trades 465
Win Rate, % 15.76
Expectancy per trade -0.0796
Max consecutive wins 6
Max consecutive losses 141
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.20
Position max, % of margin balance 113.71
Max Drawdown 484.83
Max Drawdown, % 45.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9785
Recovery Factor (Total PnL / Max DD) -0.6650
Sharpe ratio (monthly) -0.4246
Sortino ratio (monthly) -0.4836
CAGR, % -14.89
Calmar ratio (CAGR / Max DD%) -0.3305
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -43.92 | Fee: 283.20 | Vol: 787927.70
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": 15,
    "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
}