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
813.55
Total PnL
-186.45 (-18.65%)
Total Trades (Win/Los)
385 (90/295)
Win Rate
23.38%
Max Drawdown
466.34 (38.74%)
Total Fees
214.67
Position avg (max), %
34.26 (117.78)
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 8.41% 7.47% 0.88% -1.13% -9.48% -1.98% 3.79% -17.16% 8.30% 8.81% -1.22% -2.28% 0.83%
2025 4.53% -3.71% 8.71% -10.07% 1.64% -1.08% -17.95% 8.68% -3.09% 7.83% 6.32% -16.25% -17.91%
2026 8.46% -2.67% -11.43% -1.50% 6.73% 0.00% — — — — — — -1.71%
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 813.55
Min balance 737.34
Max balance 1203.68
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.69
Average monthly return (arithmetic), % -0.35
Best month, % 8.81
Worst month, % -17.95
PnL, Volume & Fees
Metric Value
Total PnL -186.45
Total PnL, % -18.65
Gross profit 2260.86
Gross loss 2234.60
Trading volume (USDT) 597750.91
Total transactions (buy/sell) 387
Total fees 214.67
Funding net 1.95
Funding accrued (received) 20.56
Funding paid 18.61
Trades
Metric Value
Total Trades 385
Win Trades 90
Los Trades 295
Win Rate, % 23.38
Expectancy per trade 0.0682
Max consecutive wins 5
Max consecutive losses 94
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.26
Position max, % of margin balance 117.78
Max Drawdown 466.34
Max Drawdown, % 38.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0118
Recovery Factor (Total PnL / Max DD) -0.3998
Sharpe ratio (monthly) -0.1506
Sortino ratio (monthly) -0.1870
CAGR, % -8.19
Calmar ratio (CAGR / Max DD%) -0.2114
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 26.26 | Fee: 214.67 | Vol: 597750.91
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": 16,
    "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
}