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
768.22
Total PnL
-231.78 (-23.18%)
Total Trades (Win/Los)
196 (103/93)
Win Rate
52.55%
Max Drawdown
564.94 (47.03%)
Total Fees
83.49
Position avg (max), %
47.34 (125.28)
Profit Factor
0.94
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 8.03% -0.14% -3.24% -7.10% -6.85% 7.07% 1.24% 5.13% 7.92% 7.83% -0.90% -23.46% -9.14%
2025 4.64% -10.30% -1.13% -4.43% -2.93% -5.57% -11.70% 10.58% 6.08% -11.33% 13.51% 0.68% -14.66%
2026 -2.70% -0.39% 1.41% -0.42% 1.28% 0.00% — — — — — — -0.86%
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 768.22
Min balance 636.23
Max balance 1201.17
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.87
Average monthly return (arithmetic), % -0.57
Best month, % 13.51
Worst month, % -23.46
PnL, Volume & Fees
Metric Value
Total PnL -231.78
Total PnL, % -23.18
Gross profit 2118.11
Gross loss 2263.55
Trading volume (USDT) 233243.12
Total transactions (buy/sell) 197
Total fees 83.49
Funding net -2.86
Funding accrued (received) 22.80
Funding paid 25.66
Trades
Metric Value
Total Trades 196
Win Trades 103
Los Trades 93
Win Rate, % 52.55
Expectancy per trade -0.7420
Max consecutive wins 14
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.34
Position max, % of margin balance 125.28
Max Drawdown 564.94
Max Drawdown, % 47.03
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9358
Recovery Factor (Total PnL / Max DD) -0.4103
Sharpe ratio (monthly) -0.2624
Sortino ratio (monthly) -0.3276
CAGR, % -10.34
Calmar ratio (CAGR / Max DD%) -0.2199
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -145.43 | Fee: 83.49 | Vol: 233243.12
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": 5,
    "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
}