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
942.66
Total PnL
-57.34 (-5.73%)
Total Trades (Win/Los)
387 (75/312)
Win Rate
19.38%
Max Drawdown
313.30 (25.90%)
Total Fees
229.32
Position avg (max), %
30.85 (109.86)
Profit Factor
1.09
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 -7.57% 5.43% 1.02% -9.21% -2.07% 0.05% 5.84% -1.85% 8.32% 3.60% 1.81% 3.90% 7.98%
2025 -7.36% 1.87% 3.84% 1.47% 5.12% -1.81% -0.87% 8.50% -9.86% 1.50% 3.57% -19.77% -16.07%
2026 7.22% 1.88% 0.65% 4.13% -9.15% 0.00% — — — — — — 4.02%
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 942.66
Min balance 831.35
Max balance 1209.67
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.20
Average monthly return (arithmetic), % 0.01
Best month, % 8.50
Worst month, % -19.77
PnL, Volume & Fees
Metric Value
Total PnL -57.34
Total PnL, % -5.73
Gross profit 2010.63
Gross loss 1838.89
Trading volume (USDT) 638214.85
Total transactions (buy/sell) 388
Total fees 229.32
Funding net 0.25
Funding accrued (received) 18.69
Funding paid 18.44
Trades
Metric Value
Total Trades 387
Win Trades 75
Los Trades 312
Win Rate, % 19.38
Expectancy per trade 0.4437
Max consecutive wins 4
Max consecutive losses 64
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.85
Position max, % of margin balance 109.86
Max Drawdown 313.30
Max Drawdown, % 25.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0934
Recovery Factor (Total PnL / Max DD) -0.1830
Sharpe ratio (monthly) 0.0039
Sortino ratio (monthly) 0.0047
CAGR, % -2.42
Calmar ratio (CAGR / Max DD%) -0.0933
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 171.73 | Fee: 229.32 | Vol: 638214.85
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": 19,
    "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
}