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
728.82
Total PnL
-271.18 (-27.12%)
Total Trades (Win/Los)
483 (89/394)
Win Rate
18.43%
Max Drawdown
611.86 (47.58%)
Total Fees
294.42
Position avg (max), %
32.40 (115.46)
Profit Factor
1.01
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 7.80% -2.70% 7.80% -4.20% -11.39% -1.85% 2.67% 3.81% 8.31% 7.93% -4.97% -4.43% 6.60%
2025 3.96% 7.31% -0.81% -1.92% 4.67% 0.67% -29.95% 9.07% -0.94% 9.37% 5.82% -20.36% -20.21%
2026 10.80% -2.52% -20.48% -3.22% 3.10% 0.00% — — — — — — -14.30%
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 728.82
Min balance 674.01
Max balance 1285.88
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.05
Average monthly return (arithmetic), % -0.55
Best month, % 10.80
Worst month, % -29.95
PnL, Volume & Fees
Metric Value
Total PnL -271.18
Total PnL, % -27.12
Gross profit 2417.72
Gross loss 2397.13
Trading volume (USDT) 819363.33
Total transactions (buy/sell) 485
Total fees 294.42
Funding net 2.65
Funding accrued (received) 20.90
Funding paid 18.25
Trades
Metric Value
Total Trades 483
Win Trades 89
Los Trades 394
Win Rate, % 18.43
Expectancy per trade 0.0426
Max consecutive wins 6
Max consecutive losses 74
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.40
Position max, % of margin balance 115.46
Max Drawdown 611.86
Max Drawdown, % 47.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0086
Recovery Factor (Total PnL / Max DD) -0.4432
Sharpe ratio (monthly) -0.2047
Sortino ratio (monthly) -0.2380
CAGR, % -12.28
Calmar ratio (CAGR / Max DD%) -0.2580
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 20.59 | Fee: 294.42 | Vol: 819363.33
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": 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
}