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
829.46
Total PnL
-170.54 (-17.05%)
Total Trades (Win/Los)
184 (98/86)
Win Rate
53.26%
Max Drawdown
524.65 (42.68%)
Total Fees
80.72
Position avg (max), %
46.57 (120.96)
Profit Factor
0.96
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 5.91% 5.04% -3.20% -9.29% -7.45% 3.25% -0.59% 3.54% 8.43% 7.93% 5.52% -14.12% 1.90%
2025 4.36% -11.80% -2.40% -5.87% 1.42% -5.77% -12.11% 10.46% 6.36% -10.39% 13.07% -1.27% -16.52%
2026 -3.89% -1.21% 2.06% -0.49% 1.18% 0.00% — — — — — — -2.43%
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 829.46
Min balance 704.49
Max balance 1229.14
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.62
Average monthly return (arithmetic), % -0.38
Best month, % 13.07
Worst month, % -14.12
PnL, Volume & Fees
Metric Value
Total PnL -170.54
Total PnL, % -17.05
Gross profit 2126.71
Gross loss 2213.04
Trading volume (USDT) 225563.74
Total transactions (buy/sell) 185
Total fees 80.72
Funding net -3.48
Funding accrued (received) 23.46
Funding paid 26.94
Trades
Metric Value
Total Trades 184
Win Trades 98
Los Trades 86
Win Rate, % 53.26
Expectancy per trade -0.4692
Max consecutive wins 14
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 46.57
Position max, % of margin balance 120.96
Max Drawdown 524.65
Max Drawdown, % 42.68
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9610
Recovery Factor (Total PnL / Max DD) -0.3251
Sharpe ratio (monthly) -0.1891
Sortino ratio (monthly) -0.2470
CAGR, % -7.45
Calmar ratio (CAGR / Max DD%) -0.1746
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -86.33 | Fee: 80.72 | Vol: 225563.74
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": 9,
    "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
}