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
966.21
Total PnL
-33.79 (-3.38%)
Total Trades (Win/Los)
214 (77/137)
Win Rate
35.98%
Max Drawdown
428.88 (32.04%)
Total Fees
119.83
Position avg (max), %
29.20 (115.18)
Profit Factor
1.04
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 3.61% 7.21% 0.89% -8.18% -7.94% -1.88% 4.27% -3.41% 8.84% 7.01% -1.35% -4.31% 2.94%
2025 4.81% 5.19% 0.81% -3.00% 2.88% 3.25% -8.06% 9.20% -0.45% 9.26% 1.52% -22.81% -1.99%
2026 8.96% -3.47% -10.57% 2.00% -0.18% 0.00% — — — — — — -4.22%
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 966.21
Min balance 878.03
Max balance 1338.39
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.11
Average monthly return (arithmetic), % 0.14
Best month, % 9.26
Worst month, % -22.81
PnL, Volume & Fees
Metric Value
Total PnL -33.79
Total PnL, % -3.38
Gross profit 2117.56
Gross loss 2034.60
Trading volume (USDT) 334170.38
Total transactions (buy/sell) 215
Total fees 119.83
Funding net 3.08
Funding accrued (received) 20.07
Funding paid 16.99
Trades
Metric Value
Total Trades 214
Win Trades 77
Los Trades 137
Win Rate, % 35.98
Expectancy per trade 0.3877
Max consecutive wins 5
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.20
Position max, % of margin balance 115.18
Max Drawdown 428.88
Max Drawdown, % 32.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0408
Recovery Factor (Total PnL / Max DD) -0.0788
Sharpe ratio (monthly) 0.0693
Sortino ratio (monthly) 0.0879
CAGR, % -1.41
Calmar ratio (CAGR / Max DD%) -0.0441
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 82.96 | Fee: 119.83 | Vol: 334170.38
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": 4,
    "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
}