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
833.58
Total PnL
-166.42 (-16.64%)
Total Trades (Win/Los)
361 (129/232)
Win Rate
35.73%
Max Drawdown
666.83 (46.30%)
Total Fees
207.92
Position avg (max), %
47.52 (113.37)
Profit Factor
1.01
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 15.30% -5.61% 9.08% 6.24% -3.76% 0.44% 1.30% -0.30% 4.19% 2.32% 2.46% 0.05% 34.56%
2025 -8.91% -0.85% -5.71% -18.63% -2.94% 0.12% -12.50% 6.63% 1.21% 7.41% 12.88% -8.54% -29.49%
2026 8.09% -7.41% -10.97% 1.82% -3.10% 0.00% — — — — — — -12.08%
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 833.58
Min balance 773.52
Max balance 1440.35
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.60
Average monthly return (arithmetic), % -0.32
Best month, % 15.30
Worst month, % -18.63
PnL, Volume & Fees
Metric Value
Total PnL -166.42
Total PnL, % -16.64
Gross profit 3160.97
Gross loss 3122.04
Trading volume (USDT) 579628.36
Total transactions (buy/sell) 363
Total fees 207.92
Funding net 2.57
Funding accrued (received) 31.08
Funding paid 28.50
Trades
Metric Value
Total Trades 361
Win Trades 129
Los Trades 232
Win Rate, % 35.73
Expectancy per trade 0.1078
Max consecutive wins 6
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.52
Position max, % of margin balance 113.37
Max Drawdown 666.83
Max Drawdown, % 46.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0125
Recovery Factor (Total PnL / Max DD) -0.2496
Sharpe ratio (monthly) -0.1510
Sortino ratio (monthly) -0.2010
CAGR, % -7.26
Calmar ratio (CAGR / Max DD%) -0.1568
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 38.93 | Fee: 207.92 | Vol: 579628.36
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": 8,
    "detection": 2,
    "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
}