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
813.19
Total PnL
-186.81 (-18.68%)
Total Trades (Win/Los)
307 (84/223)
Win Rate
27.36%
Max Drawdown
434.59 (35.79%)
Total Fees
177.00
Position avg (max), %
32.08 (111.82)
Profit Factor
0.99
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 0.74% 7.83% 0.91% -1.66% -11.44% -1.65% 3.68% 1.06% 8.21% 7.58% -1.04% -6.99% 5.42%
2025 4.99% -2.68% 8.22% -0.49% -1.41% -4.39% -10.73% 8.94% -2.78% 8.72% 5.66% -21.15% -11.17%
2026 8.41% -3.31% -15.87% -1.92% 0.41% 0.00% — — — — — — -13.15%
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 813.19
Min balance 779.69
Max balance 1214.28
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.69
Average monthly return (arithmetic), % -0.40
Best month, % 8.94
Worst month, % -21.15
PnL, Volume & Fees
Metric Value
Total PnL -186.81
Total PnL, % -18.68
Gross profit 2274.56
Gross loss 2287.18
Trading volume (USDT) 493125.28
Total transactions (buy/sell) 309
Total fees 177.00
Funding net 2.81
Funding accrued (received) 21.10
Funding paid 18.29
Trades
Metric Value
Total Trades 307
Win Trades 84
Los Trades 223
Win Rate, % 27.36
Expectancy per trade -0.0411
Max consecutive wins 5
Max consecutive losses 27
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.08
Position max, % of margin balance 111.82
Max Drawdown 434.59
Max Drawdown, % 35.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9945
Recovery Factor (Total PnL / Max DD) -0.4299
Sharpe ratio (monthly) -0.1919
Sortino ratio (monthly) -0.2367
CAGR, % -8.21
Calmar ratio (CAGR / Max DD%) -0.2293
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -12.62 | Fee: 177.00 | Vol: 493125.28
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": 17,
    "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
}