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
651.15
Total PnL
-348.85 (-34.89%)
Total Trades (Win/Los)
215 (108/107)
Win Rate
50.23%
Max Drawdown
513.09 (45.61%)
Total Fees
88.70
Position avg (max), %
49.46 (123.13)
Profit Factor
0.89
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 8.43% 1.01% -3.10% -6.49% -6.50% 3.49% -5.27% 5.28% 2.61% 6.39% 0.01% -19.39% -15.71%
2025 5.40% -10.09% -0.78% -3.94% -4.42% -3.67% -10.40% 10.71% 6.19% -9.75% 13.71% 0.76% -9.43%
2026 -3.70% -9.86% -0.59% -3.24% 2.21% 0.00% — — — — — — -14.65%
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 651.15
Min balance 611.94
Max balance 1125.03
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.42
Average monthly return (arithmetic), % -1.17
Best month, % 13.71
Worst month, % -19.39
PnL, Volume & Fees
Metric Value
Total PnL -348.85
Total PnL, % -34.89
Gross profit 2113.36
Gross loss 2371.69
Trading volume (USDT) 247717.05
Total transactions (buy/sell) 216
Total fees 88.70
Funding net -1.82
Funding accrued (received) 23.35
Funding paid 25.17
Trades
Metric Value
Total Trades 215
Win Trades 108
Los Trades 107
Win Rate, % 50.23
Expectancy per trade -1.2015
Max consecutive wins 14
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.46
Position max, % of margin balance 123.13
Max Drawdown 513.09
Max Drawdown, % 45.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8911
Recovery Factor (Total PnL / Max DD) -0.6799
Sharpe ratio (monthly) -0.5775
Sortino ratio (monthly) -0.7092
CAGR, % -16.28
Calmar ratio (CAGR / Max DD%) -0.3569
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -258.33 | Fee: 88.70 | Vol: 247717.05
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": 7,
    "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
}