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
839.03
Total PnL
-160.97 (-16.10%)
Total Trades (Win/Los)
468 (96/372)
Win Rate
20.51%
Max Drawdown
486.81 (39.06%)
Total Fees
282.56
Position avg (max), %
36.59 (115.41)
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 5.12% 0.09% 7.51% -3.69% 3.21% -1.99% 4.73% -15.64% 8.12% 6.82% 0.39% 1.54% 14.60%
2025 4.45% -3.95% 6.74% -12.25% 0.37% -0.62% -24.14% 8.67% -3.97% 8.07% 6.40% -17.67% -29.77%
2026 10.91% -1.57% -9.71% -1.06% 6.90% 0.00% — — — — — — 4.26%
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 839.03
Min balance 759.36
Max balance 1246.17
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.58
Average monthly return (arithmetic), % -0.21
Best month, % 10.91
Worst month, % -24.14
PnL, Volume & Fees
Metric Value
Total PnL -160.97
Total PnL, % -16.10
Gross profit 2479.82
Gross loss 2356.30
Trading volume (USDT) 786491.50
Total transactions (buy/sell) 470
Total fees 282.56
Funding net -1.93
Funding accrued (received) 20.85
Funding paid 22.78
Trades
Metric Value
Total Trades 468
Win Trades 96
Los Trades 372
Win Rate, % 20.51
Expectancy per trade 0.2639
Max consecutive wins 5
Max consecutive losses 94
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.59
Position max, % of margin balance 115.41
Max Drawdown 486.81
Max Drawdown, % 39.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0524
Recovery Factor (Total PnL / Max DD) -0.3307
Sharpe ratio (monthly) -0.0868
Sortino ratio (monthly) -0.1044
CAGR, % -7.01
Calmar ratio (CAGR / Max DD%) -0.1794
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 123.52 | Fee: 282.56 | Vol: 786491.50
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": 15,
    "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
}